+245.0%
TWLO vs ESTC
+11.7%
+233.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.6% | -1.7% |
| 7D | -1.2% | -4.3% | +3.1% | +0.4% |
| 30D | -6.4% | +17.7% | -24.1% | -13.0% |
| 3M | +6.3% | +42.3% | -36.0% | -7.9% |
| 6M | +76.4% | +64.6% | +11.9% | +45.0% |
| YTD | +58.8% | +17.2% | +41.6% | +44.7% |
| 1Y | +107.1% | -4.2% | +111.3% | +99.5% |
| 3Y | +245.0% | +13.5% | +231.5% | +206.3% |
| All | +245.0% | +11.7% | +233.2% | +206.3% |
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