+119.7%
TWLO vs EOSE
-49.1%
+168.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.9% | -14.0% | -4.0% |
| 7D | -2.0% | +19.0% | -21.0% | -3.6% |
| 30D | +20.6% | +1.6% | +19.0% | +20.2% |
| 3M | -1.5% | -52.0% | +50.4% | +3.5% |
| 6M | +89.4% | -42.5% | +131.9% | +95.3% |
| YTD | +63.8% | -66.1% | +129.9% | +72.6% |
| 1Y | +119.7% | -47.1% | +166.9% | +117.9% |
| All | +119.7% | -49.1% | +168.8% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling