+261.4%
TWLO vs ESTC
+14.8%
+246.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | +4.5% | +2.4% | +2.1% | +3.5% |
| 30D | -22.1% | -4.2% | -17.8% | -20.5% |
| 3M | -15.3% | +2.5% | -17.8% | -16.4% |
| 6M | +9.7% | +81.5% | -71.8% | -12.3% |
| YTD | +48.5% | +16.8% | +31.6% | +36.2% |
| 1Y | +70.3% | -3.5% | +73.8% | +64.7% |
| 3Y | +261.4% | +17.7% | +243.7% | +236.6% |
| All | +261.4% | +14.8% | +246.6% | +236.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling