-30.6%
TWLO vs ENB
+58.6%
-89.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +4.5% | +3.1% | +1.4% | +3.3% |
| 30D | -22.1% | +2.1% | -24.2% | -23.0% |
| 3M | -15.3% | -4.4% | -10.9% | -14.0% |
| 6M | +9.7% | -10.1% | +19.7% | +14.1% |
| YTD | +48.5% | +5.2% | +43.3% | +41.7% |
| 1Y | +70.3% | +4.2% | +66.1% | +63.1% |
| 3Y | +261.4% | +70.1% | +191.3% | +153.5% |
| All | -30.6% | +58.6% | -89.3% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling