+201.7%
TWLO vs ESTC
+19.3%
+182.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +3.8% |
| 7D | -3.9% | -13.2% | +9.3% | +4.0% |
| 30D | -9.7% | +9.3% | -19.0% | -16.5% |
| 3M | +11.6% | +37.3% | -25.7% | -9.6% |
| 6M | +84.7% | +61.0% | +23.7% | +36.1% |
| YTD | +62.5% | +10.7% | +51.8% | +46.2% |
| 1Y | +121.7% | -7.2% | +128.9% | +116.4% |
| 3Y | +253.0% | +7.2% | +245.8% | +158.4% |
| 5Y | -32.5% | -47.7% | +15.2% | -26.9% |
| All | +201.7% | +19.3% | +182.4% | +58.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling