+263.1%
TWLO vs ESI
+80.4%
+182.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.6% |
| 7D | +5.6% | +8.3% | -2.7% | +2.9% |
| 30D | -24.6% | -10.4% | -14.2% | -21.9% |
| 3M | -14.0% | -13.2% | -0.8% | -10.4% |
| 6M | +10.1% | -23.9% | +34.0% | +17.8% |
| YTD | +49.2% | +34.2% | +15.0% | +20.6% |
| 1Y | +65.2% | +22.2% | +43.0% | +39.7% |
| All | +263.1% | +80.4% | +182.8% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling