+709.2%
TWLO vs ES
+77.5%
+631.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +20.6% | -2.0% | +22.5% | +21.0% |
| 3M | -1.5% | +1.7% | -3.2% | -2.0% |
| 6M | +89.4% | -3.5% | +93.0% | +90.2% |
| YTD | +63.8% | +7.9% | +55.9% | +60.3% |
| 1Y | +119.7% | +17.2% | +102.6% | +110.3% |
| 3Y | +256.1% | +29.3% | +226.8% | +229.0% |
| 5Y | -36.6% | -5.7% | -30.8% | -37.5% |
| 10Y | +304.3% | +85.2% | +219.1% | +303.6% |
| All | +709.2% | +77.5% | +631.7% | +691.6% |
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 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