+119.7%
TWLO vs EXE
+3.1%
+116.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -2.9% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | +20.6% | +8.5% | +12.1% | +19.1% |
| 3M | -1.5% | +5.5% | -7.0% | -2.2% |
| 6M | +89.4% | -5.9% | +95.3% | +91.0% |
| YTD | +63.8% | -9.7% | +73.5% | +66.4% |
| 1Y | +119.7% | +3.6% | +116.2% | +117.4% |
| All | +119.7% | +3.1% | +116.7% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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