+64.3%
TWLO vs ESI
+27.8%
+36.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.5% |
| 7D | -15.9% | -6.6% | -9.3% | -15.1% |
| 30D | -29.0% | -10.9% | -18.1% | -28.1% |
| 3M | +10.0% | -13.8% | +23.8% | +11.5% |
| 6M | +12.6% | -21.5% | +34.1% | +14.7% |
| YTD | +50.1% | +34.7% | +15.4% | +30.1% |
| 1Y | +64.3% | +24.9% | +39.4% | +46.3% |
| All | +64.3% | +27.8% | +36.4% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling