-47.9%
TWLO vs EXE
+192.2%
-240.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -1.2% | -1.8% | +0.6% | -0.8% |
| 30D | -6.4% | +6.4% | -12.8% | -7.6% |
| 3M | +6.3% | +9.2% | -3.0% | +4.2% |
| 6M | +76.4% | -7.0% | +83.4% | +78.4% |
| YTD | +58.8% | -9.5% | +68.3% | +61.2% |
| 1Y | +107.1% | +6.2% | +100.9% | +102.4% |
| 3Y | +245.0% | +20.7% | +224.2% | +228.9% |
| 5Y | -36.0% | +103.6% | -139.6% | -41.7% |
| All | -47.9% | +192.2% | -240.1% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling