+119.7%
TWLO vs ESI
+44.5%
+75.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.1% | -3.6% |
| 7D | -2.0% | +3.3% | -5.3% | -2.6% |
| 30D | +20.6% | -5.9% | +26.4% | +21.6% |
| 3M | -1.5% | -14.1% | +12.5% | +0.2% |
| 6M | +89.4% | +6.6% | +82.9% | +77.8% |
| YTD | +63.8% | +45.0% | +18.8% | +27.4% |
| 1Y | +119.7% | +41.5% | +78.3% | +75.0% |
| All | +119.7% | +44.5% | +75.2% | +75.0% |
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