-16.8%
TWLO vs EOSE
-60.6%
+43.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -2.4% | +1.8% | -4.2% | -2.7% |
| 30D | -7.8% | -6.8% | -1.0% | -7.7% |
| 3M | +10.0% | -36.3% | +46.3% | +13.4% |
| 6M | +79.5% | -38.8% | +118.2% | +83.0% |
| YTD | +59.8% | -65.5% | +125.4% | +69.0% |
| 1Y | +121.7% | -45.3% | +167.0% | +119.6% |
| 3Y | +240.8% | +44.2% | +196.6% | +174.0% |
| 5Y | -33.6% | -69.5% | +35.9% | -46.5% |
| All | -16.8% | -60.6% | +43.8% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling