+240.8%
TWLO vs ENTG
+45.4%
+195.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.1% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -7.8% | -12.9% | +5.0% | -5.0% |
| 3M | +10.0% | -3.1% | +13.1% | +8.0% |
| 6M | +79.5% | +21.0% | +58.5% | +61.4% |
| YTD | +59.8% | +67.0% | -7.2% | +26.0% |
| 1Y | +121.7% | +68.6% | +53.0% | +72.6% |
| 3Y | +240.8% | +48.6% | +192.2% | +134.3% |
| All | +240.8% | +45.4% | +195.4% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 3y: compounded portfolio wealth divided by compounded ENTG 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…
3y analysis · Full analysis span regression · 6 months rolling