+246.5%
TWLO vs EXEL
+160.7%
+85.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +1.9% |
| 7D | -3.9% | -2.9% | -1.0% | -3.6% |
| 30D | -9.7% | +11.9% | -21.6% | -10.6% |
| 3M | +11.6% | +9.2% | +2.4% | +10.7% |
| 6M | +84.7% | +39.1% | +45.6% | +78.8% |
| YTD | +62.5% | +31.0% | +31.5% | +58.1% |
| 1Y | +121.7% | +52.3% | +69.4% | +111.7% |
| All | +246.5% | +160.7% | +85.8% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling