+64.3%
TWLO vs EXE
-18.4%
+82.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -15.9% | -4.7% | -11.2% | -15.6% |
| 30D | -29.0% | +1.0% | -30.1% | -29.3% |
| 3M | +10.0% | -5.6% | +15.6% | +10.6% |
| 6M | +12.6% | -12.3% | +24.9% | +14.0% |
| YTD | +50.1% | -19.5% | +69.6% | +50.9% |
| 1Y | +64.3% | -18.9% | +83.1% | +63.4% |
| All | +64.3% | -18.4% | +82.7% | +63.4% |
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