+246.5%
TWLO vs EVRG
+72.0%
+174.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -3.9% | -0.7% | -3.2% | -3.9% |
| 30D | -9.7% | 0.0% | -9.7% | -9.7% |
| 3M | +11.6% | -1.0% | +12.6% | +11.6% |
| 6M | +84.7% | +1.0% | +83.7% | +84.1% |
| YTD | +62.5% | +15.1% | +47.4% | +57.6% |
| 1Y | +121.7% | +17.6% | +104.1% | +113.1% |
| All | +246.5% | +72.0% | +174.5% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling