+119.7%
TWLO vs EW
+11.0%
+108.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.3% | -3.1% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | +20.6% | +1.0% | +19.5% | +20.4% |
| 3M | -1.5% | +2.8% | -4.3% | -2.0% |
| 6M | +89.4% | +5.5% | +83.9% | +85.5% |
| YTD | +63.8% | +5.5% | +58.3% | +63.0% |
| 1Y | +119.7% | +11.0% | +108.7% | +115.4% |
| All | +119.7% | +11.0% | +108.8% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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