+689.1%
TWLO vs EOG
+140.0%
+549.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.3% |
| 7D | +0.2% | -1.3% | +1.5% | +0.4% |
| 30D | -9.1% | +3.4% | -12.5% | -9.9% |
| 3M | +11.0% | +7.8% | +3.1% | +8.8% |
| 6M | +79.4% | +13.4% | +66.0% | +73.5% |
| YTD | +59.7% | +43.5% | +16.2% | +46.5% |
| 1Y | +112.3% | +29.7% | +82.7% | +98.7% |
| 3Y | +247.0% | +23.2% | +223.8% | +225.2% |
| 5Y | -35.6% | +176.4% | -212.0% | -51.2% |
| 10Y | +305.7% | +119.1% | +186.6% | +199.8% |
| All | +689.1% | +140.0% | +549.1% | +465.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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