+121.7%
TWLO vs ET
+33.4%
+88.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.7% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -7.8% | +2.9% | -10.7% | -7.7% |
| 3M | +10.0% | +16.8% | -6.8% | +10.0% |
| 6M | +79.5% | +18.9% | +60.6% | +78.9% |
| YTD | +59.8% | +37.7% | +22.1% | +55.3% |
| 1Y | +121.7% | +32.4% | +89.2% | +105.7% |
| All | +121.7% | +33.4% | +88.2% | +105.7% |
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