+301.0%
TWLO vs ET
+177.0%
+124.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -7.8% | +2.9% | -10.7% | -8.7% |
| 3M | +10.0% | +16.8% | -6.8% | +4.5% |
| 6M | +79.5% | +18.9% | +60.6% | +69.1% |
| YTD | +59.8% | +37.7% | +22.1% | +43.4% |
| 1Y | +121.7% | +32.4% | +89.2% | +101.3% |
| 3Y | +240.8% | +99.5% | +141.3% | +173.3% |
| 5Y | -33.6% | +244.0% | -277.6% | -54.1% |
| All | +301.0% | +177.0% | +124.0% | +176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling