-32.3%
TWLO vs ETR
+122.3%
-154.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -2.4% | -1.8% | -0.6% | -2.1% |
| 30D | -7.8% | -1.8% | -6.1% | -7.5% |
| 3M | +10.0% | -3.6% | +13.6% | +10.7% |
| 6M | +79.5% | +2.6% | +76.9% | +76.3% |
| YTD | +59.8% | +16.0% | +43.8% | +50.8% |
| 1Y | +121.7% | +20.1% | +101.5% | +106.9% |
| 3Y | +240.8% | +143.6% | +97.2% | +173.8% |
| All | -32.3% | +122.3% | -154.6% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling