+684.6%
TWLO vs ETR
+310.2%
+374.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.4% |
| 7D | -1.2% | +1.4% | -2.6% | -1.6% |
| 30D | -6.4% | +1.9% | -8.2% | -6.9% |
| 3M | +6.3% | +1.0% | +5.3% | +5.8% |
| 6M | +76.4% | +4.8% | +71.6% | +72.4% |
| YTD | +58.8% | +19.5% | +39.3% | +48.7% |
| 1Y | +107.1% | +28.1% | +79.0% | +89.7% |
| 3Y | +245.0% | +151.1% | +93.8% | +160.7% |
| 5Y | -36.0% | +125.2% | -161.1% | -50.6% |
| 10Y | +293.2% | +291.1% | +2.1% | +201.5% |
| All | +684.6% | +310.2% | +374.4% | +513.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling