+633.6%
TWLO vs EW
+225.1%
+408.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -1.1% |
| 7D | +4.5% | +4.9% | -0.4% | +1.9% |
| 30D | -22.1% | +23.9% | -46.0% | -30.4% |
| 3M | -15.3% | +15.8% | -31.1% | -21.9% |
| 6M | +9.7% | +31.7% | -22.0% | -5.7% |
| YTD | +48.5% | +25.7% | +22.8% | +29.7% |
| 1Y | +70.3% | +24.4% | +45.9% | +49.5% |
| 3Y | +261.4% | +65.9% | +195.5% | +140.7% |
| 5Y | -30.6% | -7.6% | -22.9% | -33.2% |
| 10Y | +569.2% | +253.2% | +316.0% | +226.3% |
| All | +633.6% | +225.1% | +408.5% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling