+617.7%
TWLO vs ES
+75.7%
+542.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -28.6% | +5.7% | -34.3% | -29.5% |
| 3M | -14.4% | -2.8% | -11.6% | -14.1% |
| 6M | +2.4% | +7.0% | -4.5% | +0.6% |
| YTD | +45.3% | +6.8% | +38.5% | +42.2% |
| 1Y | +61.8% | -0.5% | +62.3% | +60.4% |
| 3Y | +269.0% | +47.2% | +221.8% | +230.8% |
| 5Y | -33.5% | +2.3% | -35.7% | -35.6% |
| 10Y | +549.6% | +85.6% | +464.0% | +543.3% |
| All | +617.7% | +75.7% | +542.1% | +601.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling