+278.5%
TWLO vs ETHA
-30.1%
+308.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.2% | +2.9% | -2.7% | -0.3% |
| 30D | -9.1% | +31.4% | -40.5% | -13.6% |
| 3M | +11.0% | +48.9% | -37.9% | +2.7% |
| 6M | +79.4% | +20.9% | +58.5% | +72.1% |
| YTD | +59.7% | -17.2% | +76.9% | +62.4% |
| 1Y | +112.3% | -42.8% | +155.1% | +129.6% |
| All | +278.5% | -30.1% | +308.6% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 all: compounded portfolio wealth divided by compounded ETHA 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…
all analysis · Full analysis span regression · 6 months rolling