+64.3%
TWLO vs EWJ
+18.0%
+46.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -15.9% | -1.2% | -14.7% | -15.5% |
| 30D | -29.0% | -5.5% | -23.6% | -28.1% |
| 3M | +10.0% | -0.8% | +10.8% | +10.5% |
| 6M | +12.6% | +7.1% | +5.5% | +11.6% |
| YTD | +50.1% | +16.9% | +33.2% | +45.9% |
| 1Y | +64.3% | +18.2% | +46.1% | +58.1% |
| All | +64.3% | +18.0% | +46.3% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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