+269.0%
TWLO vs EXPD
+72.3%
+196.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.7% |
| 7D | -0.5% | -5.5% | +5.0% | +0.8% |
| 30D | -28.6% | -1.9% | -26.7% | -28.3% |
| 3M | -14.4% | +6.1% | -20.4% | -15.5% |
| 6M | +2.4% | +21.6% | -19.2% | -2.4% |
| YTD | +45.3% | +27.9% | +17.4% | +35.0% |
| 1Y | +61.8% | +39.4% | +22.4% | +45.9% |
| 3Y | +269.0% | +72.7% | +196.3% | +180.6% |
| All | +269.0% | +72.3% | +196.7% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling