+684.6%
TWLO vs ESI
+339.1%
+345.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -1.2% | +5.4% | -6.6% | -3.5% |
| 30D | -6.4% | -4.2% | -2.2% | -4.8% |
| 3M | +6.3% | -9.6% | +15.9% | +8.7% |
| 6M | +76.4% | +18.3% | +58.1% | +55.3% |
| YTD | +58.8% | +45.8% | +13.0% | +24.7% |
| 1Y | +107.1% | +39.2% | +67.9% | +66.2% |
| 3Y | +245.0% | +86.3% | +158.7% | +132.6% |
| 5Y | -36.0% | +76.2% | -112.2% | -55.9% |
| 10Y | +293.2% | +306.8% | -13.6% | +77.0% |
| All | +684.6% | +339.1% | +345.5% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling