+119.7%
TWLO vs ESTC
+7.3%
+112.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -1.1% |
| 7D | -2.0% | -8.1% | +6.1% | +1.7% |
| 30D | +20.6% | +31.7% | -11.1% | +3.9% |
| 3M | -1.5% | +41.1% | -42.6% | -18.2% |
| 6M | +89.4% | +77.1% | +12.4% | +39.6% |
| YTD | +63.8% | +21.7% | +42.1% | +37.1% |
| 1Y | +119.7% | +8.4% | +111.3% | +91.5% |
| All | +119.7% | +7.3% | +112.5% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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