-32.3%
TWLO vs EXE
+97.7%
-130.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -2.4% | -3.1% | +0.7% | -1.7% |
| 30D | -7.8% | -0.9% | -6.9% | -7.6% |
| 3M | +10.0% | +9.6% | +0.5% | +7.5% |
| 6M | +79.5% | -11.6% | +91.1% | +84.0% |
| YTD | +59.8% | -12.6% | +72.4% | +63.9% |
| 1Y | +121.7% | +1.2% | +120.5% | +118.4% |
| 3Y | +240.8% | +18.0% | +222.8% | +224.1% |
| All | -32.3% | +97.7% | -130.0% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling