+684.6%
TWLO vs ENB
+111.5%
+573.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.4% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -6.4% | -0.2% | -6.2% | -6.3% |
| 3M | +6.3% | -7.5% | +13.8% | +9.5% |
| 6M | +76.4% | -4.1% | +80.6% | +78.5% |
| YTD | +58.8% | +9.8% | +49.0% | +50.7% |
| 1Y | +107.1% | +8.7% | +98.4% | +96.9% |
| 3Y | +245.0% | +79.0% | +166.0% | +158.9% |
| 5Y | -36.0% | +69.1% | -105.0% | -50.7% |
| 10Y | +293.2% | +96.5% | +196.7% | +171.0% |
| All | +684.6% | +111.5% | +573.1% | +471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling