-32.5%
TWLO vs ESI
+66.0%
-98.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.9% |
| 7D | -3.9% | -2.3% | -1.6% | -3.0% |
| 30D | -9.7% | -9.0% | -0.7% | -5.9% |
| 3M | +11.6% | -13.3% | +24.9% | +16.3% |
| 6M | +84.7% | +5.3% | +79.4% | +67.5% |
| YTD | +62.5% | +37.6% | +24.9% | +22.7% |
| 1Y | +121.7% | +33.6% | +88.1% | +69.9% |
| 3Y | +253.0% | +75.8% | +177.2% | +109.6% |
| 5Y | -32.5% | +68.6% | -101.1% | -57.3% |
| All | -32.5% | +66.0% | -98.5% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling