+121.7%
TWLO vs EW
+8.2%
+113.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -3.9% | -3.4% | -0.5% | -3.3% |
| 30D | -9.7% | -7.4% | -2.3% | -8.4% |
| 3M | +11.6% | +0.9% | +10.7% | +11.5% |
| 6M | +84.7% | +1.2% | +83.5% | +81.7% |
| YTD | +62.5% | +1.8% | +60.7% | +62.7% |
| 1Y | +121.7% | +10.8% | +110.9% | +116.7% |
| All | +121.7% | +8.2% | +113.5% | +116.7% |
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