-32.3%
TWLO vs ENB
+61.6%
-93.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.2% |
| 7D | -2.4% | -4.7% | +2.2% | -0.5% |
| 30D | -7.8% | -5.9% | -1.9% | -5.5% |
| 3M | +10.0% | -14.2% | +24.3% | +17.3% |
| 6M | +79.5% | -8.6% | +88.1% | +85.0% |
| YTD | +59.8% | +3.9% | +55.9% | +53.8% |
| 1Y | +121.7% | +1.8% | +119.9% | +114.9% |
| 3Y | +240.8% | +68.5% | +172.3% | +141.9% |
| All | -32.3% | +61.6% | -93.9% | -50.3% |
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