+307.6%
TWLO vs EW
+126.7%
+180.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -3.9% | -3.4% | -0.5% | -2.2% |
| 30D | -9.7% | -7.4% | -2.3% | -6.1% |
| 3M | +11.6% | +0.9% | +10.7% | +10.6% |
| 6M | +84.7% | +1.2% | +83.5% | +82.8% |
| YTD | +62.5% | +1.8% | +60.7% | +59.1% |
| 1Y | +121.7% | +10.8% | +110.9% | +106.2% |
| 3Y | +253.0% | +17.1% | +235.8% | +188.2% |
| 5Y | -32.5% | -28.2% | -4.3% | -25.7% |
| All | +307.6% | +126.7% | +180.9% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling