+301.0%
TWLO vs ESI
+312.8%
-11.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | -2.4% | -4.6% | +2.2% | -0.5% |
| 30D | -7.8% | -10.5% | +2.7% | -3.5% |
| 3M | +10.0% | -19.8% | +29.8% | +19.0% |
| 6M | +79.5% | +5.8% | +73.7% | +66.6% |
| YTD | +59.8% | +38.3% | +21.5% | +28.7% |
| 1Y | +121.7% | +31.5% | +90.2% | +82.7% |
| 3Y | +240.8% | +80.7% | +160.1% | +133.7% |
| 5Y | -33.6% | +69.4% | -103.0% | -53.3% |
| All | +301.0% | +312.8% | -11.8% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling