+119.7%
TWLO vs EXPD
+57.8%
+61.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.1% |
| 7D | -2.0% | -1.1% | -0.9% | -2.0% |
| 30D | +20.6% | +4.1% | +16.5% | +20.6% |
| 3M | -1.5% | +17.9% | -19.5% | -2.2% |
| 6M | +89.4% | +29.2% | +60.2% | +87.1% |
| YTD | +63.8% | +27.4% | +36.4% | +61.7% |
| 1Y | +119.7% | +56.8% | +62.9% | +114.0% |
| All | +119.7% | +57.8% | +61.9% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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