+595.4%
TWLO vs ES
+92.3%
+503.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +2.2% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -22.4% | +6.7% | -29.1% | -23.4% |
| 3M | -14.2% | +0.3% | -14.6% | -14.5% |
| 6M | +10.5% | +7.4% | +3.1% | +8.4% |
| YTD | +54.3% | +8.4% | +45.9% | +50.5% |
| 1Y | +68.0% | +0.6% | +67.4% | +66.1% |
| 3Y | +273.0% | +50.6% | +222.4% | +231.4% |
| 5Y | -26.3% | +4.8% | -31.2% | -29.1% |
| 10Y | +595.4% | +93.1% | +502.3% | +611.8% |
| All | +595.4% | +92.3% | +503.1% | +611.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling