+121.7%
TWLO vs ESI
+34.2%
+87.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.4% | -4.6% | +2.2% | -1.7% |
| 30D | -7.8% | -10.5% | +2.7% | -6.3% |
| 3M | +10.0% | -19.8% | +29.8% | +13.4% |
| 6M | +79.5% | +5.8% | +73.7% | +67.0% |
| YTD | +59.8% | +38.3% | +21.5% | +25.1% |
| 1Y | +121.7% | +31.5% | +90.2% | +82.4% |
| All | +121.7% | +34.2% | +87.5% | +82.4% |
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