+121.7%
TWLO vs EVRG
+17.7%
+103.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.3% |
| 30D | -7.8% | -1.2% | -6.6% | -8.4% |
| 3M | +10.0% | -0.6% | +10.6% | +10.2% |
| 6M | +79.5% | +2.4% | +77.0% | +83.7% |
| YTD | +59.8% | +15.5% | +44.4% | +74.5% |
| 1Y | +121.7% | +16.8% | +104.8% | +143.8% |
| All | +121.7% | +17.7% | +103.9% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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