+305.7%
TWLO vs ES
+83.1%
+222.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.9% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -9.1% | -1.0% | -8.1% | -9.0% |
| 3M | +11.0% | +1.5% | +9.5% | +10.5% |
| 6M | +79.4% | -3.5% | +82.9% | +80.1% |
| YTD | +59.7% | +7.0% | +52.7% | +56.5% |
| 1Y | +112.3% | +15.3% | +97.0% | +103.6% |
| 3Y | +247.0% | +30.2% | +216.8% | +219.1% |
| 5Y | -35.6% | -4.3% | -31.3% | -36.7% |
| 10Y | +305.7% | +87.5% | +218.2% | +283.8% |
| All | +305.7% | +83.1% | +222.6% | +283.8% |
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