+121.7%
TWLO vs ESTC
-7.7%
+129.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.4% | -9.2% | +6.8% | +1.8% |
| 30D | -7.8% | +8.1% | -15.9% | -13.1% |
| 3M | +10.0% | +38.5% | -28.4% | -8.5% |
| 6M | +79.5% | +57.8% | +21.7% | +38.5% |
| YTD | +59.8% | +10.5% | +49.3% | +39.4% |
| 1Y | +121.7% | -6.4% | +128.0% | +115.7% |
| All | +121.7% | -7.7% | +129.4% | +115.7% |
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