+248.4%
TWLO vs EXPD
+69.2%
+179.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | -2.0% | -1.1% | -0.9% | -1.7% |
| 30D | +20.6% | +4.1% | +16.5% | +19.4% |
| 3M | -1.5% | +17.9% | -19.5% | -5.9% |
| 6M | +89.4% | +29.2% | +60.2% | +76.1% |
| YTD | +63.8% | +27.4% | +36.4% | +51.2% |
| 1Y | +119.7% | +56.8% | +62.9% | +86.7% |
| All | +248.4% | +69.2% | +179.2% | +166.8% |
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