+709.2%
TWLO vs EW
+172.8%
+536.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.3% | -3.2% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | +20.6% | +1.0% | +19.5% | +19.9% |
| 3M | -1.5% | +2.8% | -4.3% | -3.5% |
| 6M | +89.4% | +5.5% | +83.9% | +83.0% |
| YTD | +63.8% | +5.5% | +58.3% | +57.3% |
| 1Y | +119.7% | +11.0% | +108.7% | +104.0% |
| 3Y | +256.1% | +17.7% | +238.4% | +190.1% |
| 5Y | -36.6% | -25.7% | -10.8% | -31.3% |
| 10Y | +304.3% | +132.8% | +171.5% | +139.7% |
| All | +709.2% | +172.8% | +536.5% | +255.8% |
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 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