-35.6%
TWLO vs ESTC
-46.4%
+10.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.7% |
| 7D | +0.2% | -3.3% | +3.5% | +2.0% |
| 30D | -9.1% | +13.4% | -22.6% | -17.1% |
| 3M | +11.0% | +41.3% | -30.3% | -10.3% |
| 6M | +79.4% | +62.6% | +16.8% | +33.9% |
| YTD | +59.7% | +14.8% | +45.0% | +41.9% |
| 1Y | +112.3% | -5.1% | +117.4% | +105.5% |
| 3Y | +247.0% | +11.2% | +235.8% | +149.4% |
| 5Y | -35.6% | -47.0% | +11.4% | -38.9% |
| All | -35.6% | -46.4% | +10.8% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling