+121.7%
TWLO vs EWJ
+26.9%
+94.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.4% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -7.8% | +0.8% | -8.6% | -8.1% |
| 3M | +10.0% | +7.5% | +2.5% | +7.5% |
| 6M | +79.5% | +15.6% | +63.9% | +69.5% |
| YTD | +59.8% | +22.7% | +37.1% | +43.3% |
| 1Y | +121.7% | +26.4% | +95.3% | +93.8% |
| All | +121.7% | +26.9% | +94.7% | +93.8% |
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