+64.3%
TWLO vs EOSE
-85.5%
+149.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.8% | -0.8% |
| 7D | -15.9% | +9.7% | -25.6% | -16.3% |
| 30D | -29.0% | -34.6% | +5.5% | -27.9% |
| 3M | +10.0% | -50.8% | +60.8% | +12.9% |
| 6M | +12.6% | -66.5% | +79.0% | +17.2% |
| YTD | +50.1% | -81.3% | +131.4% | +57.4% |
| 1Y | +64.3% | -84.8% | +149.1% | +72.5% |
| All | +64.3% | -85.5% | +149.8% | +72.5% |
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