+238.6%
TWLO vs EW
+17.2%
+221.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -2.4% |
| 7D | -1.2% | -4.4% | +3.2% | -0.4% |
| 30D | -6.4% | -3.3% | -3.0% | -5.8% |
| 3M | +6.3% | +1.0% | +5.3% | +6.0% |
| 6M | +76.4% | +6.2% | +70.2% | +74.5% |
| YTD | +58.8% | +1.7% | +57.1% | +58.1% |
| 1Y | +107.1% | +8.1% | +99.0% | +103.8% |
| All | +238.6% | +17.2% | +221.4% | +203.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling