-32.3%
TWLO vs EW
-30.6%
-1.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -0.4% |
| 7D | -2.4% | -6.2% | +3.7% | +0.5% |
| 30D | -7.8% | -9.3% | +1.5% | -3.6% |
| 3M | +10.0% | -1.6% | +11.7% | +10.4% |
| 6M | +79.5% | -0.8% | +80.3% | +79.5% |
| YTD | +59.8% | -1.0% | +60.9% | +59.1% |
| 1Y | +121.7% | +8.2% | +113.5% | +110.2% |
| 3Y | +240.8% | +12.7% | +228.1% | +180.7% |
| All | -32.3% | -30.6% | -1.7% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling