+245.0%
TWLO vs ES
+33.1%
+211.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.1% |
| 7D | -1.2% | +1.4% | -2.6% | -1.4% |
| 30D | -6.4% | -1.2% | -5.2% | -6.3% |
| 3M | +6.3% | +5.0% | +1.3% | +5.5% |
| 6M | +76.4% | -2.8% | +79.3% | +77.2% |
| YTD | +58.8% | +8.6% | +50.2% | +56.1% |
| 1Y | +107.1% | +18.9% | +88.1% | +98.4% |
| 3Y | +245.0% | +32.1% | +212.8% | +202.6% |
| All | +245.0% | +33.1% | +211.8% | +202.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling