+57.4%
QXO vs TWLO
+847.7%
-790.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -7.8% | -2.4% | -5.4% | -7.6% |
| 30D | -18.1% | -7.8% | -10.3% | -17.5% |
| 3M | -25.8% | +10.0% | -35.8% | -26.7% |
| 6M | -41.7% | +79.5% | -121.2% | -45.5% |
| YTD | -36.2% | +59.8% | -96.0% | -39.9% |
| 1Y | -42.1% | +121.7% | -163.8% | -47.3% |
| 3Y | -46.2% | +240.8% | -287.0% | -53.7% |
| 5Y | -70.7% | -33.6% | -37.1% | -71.7% |
| 10Y | +36.5% | +306.0% | -269.5% | +25.3% |
| All | +57.4% | +847.7% | -790.3% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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