+64.3%
TWLO vs ET
+24.7%
+39.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.3% | -0.9% |
| 7D | -15.9% | -6.0% | -9.8% | -17.0% |
| 30D | -29.0% | -6.1% | -23.0% | -30.0% |
| 3M | +10.0% | -2.7% | +12.7% | +9.0% |
| 6M | +12.6% | +0.2% | +12.3% | +11.8% |
| YTD | +50.1% | +24.3% | +25.8% | +53.2% |
| 1Y | +64.3% | +26.4% | +37.9% | +66.2% |
| All | +64.3% | +24.7% | +39.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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