+64.3%
TWLO vs ETR
+18.4%
+45.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | +1.5% |
| 7D | -15.9% | +3.7% | -19.6% | -13.9% |
| 30D | -29.0% | +11.0% | -40.0% | -24.4% |
| 3M | +10.0% | +3.4% | +6.6% | +13.5% |
| 6M | +12.6% | -3.3% | +15.9% | +14.6% |
| YTD | +50.1% | +23.3% | +26.8% | +64.4% |
| 1Y | +64.3% | +19.2% | +45.1% | +82.1% |
| All | +64.3% | +18.4% | +45.9% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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