-32.3%
TWLO vs EVRG
+48.0%
-80.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -7.8% | -1.2% | -6.6% | -7.7% |
| 3M | +10.0% | -0.6% | +10.6% | +10.0% |
| 6M | +79.5% | +2.4% | +77.0% | +78.2% |
| YTD | +59.8% | +15.5% | +44.4% | +54.8% |
| 1Y | +121.7% | +16.8% | +104.8% | +113.7% |
| 3Y | +240.8% | +75.0% | +165.8% | +200.6% |
| All | -32.3% | +48.0% | -80.3% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling