+240.8%
TWLO vs EQH
+100.2%
+140.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.3% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -7.8% | +2.8% | -10.6% | -8.9% |
| 3M | +10.0% | +23.1% | -13.1% | -1.0% |
| 6M | +79.5% | +41.4% | +38.1% | +49.4% |
| YTD | +59.8% | +14.3% | +45.6% | +47.7% |
| 1Y | +121.7% | +1.6% | +120.1% | +116.9% |
| 3Y | +240.8% | +102.7% | +138.1% | +121.7% |
| All | +240.8% | +100.2% | +140.6% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 3y: compounded portfolio wealth divided by compounded EQH 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…
3y analysis · Full analysis span regression · 6 months rolling