+684.6%
TWLO vs ENTG
+917.1%
-232.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.8% |
| 7D | -1.2% | +8.9% | -10.1% | -5.1% |
| 30D | -6.4% | -7.2% | +0.8% | -4.3% |
| 3M | +6.3% | +6.4% | -0.1% | -2.7% |
| 6M | +76.4% | +25.7% | +50.8% | +43.8% |
| YTD | +58.8% | +67.9% | -9.1% | +8.5% |
| 1Y | +107.1% | +72.4% | +34.7% | +36.8% |
| 3Y | +245.0% | +48.4% | +196.5% | +120.2% |
| 5Y | -36.0% | +20.1% | -56.0% | -56.6% |
| 10Y | +293.2% | +768.2% | -475.0% | -11.4% |
| All | +684.6% | +917.1% | -232.5% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling