-33.5%
TWLO vs EXPD
+61.0%
-94.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +0.9% |
| 7D | -0.5% | -5.5% | +5.0% | +2.4% |
| 30D | -28.6% | -1.9% | -26.7% | -27.9% |
| 3M | -14.4% | +6.1% | -20.4% | -17.2% |
| 6M | +2.4% | +21.6% | -19.2% | -8.2% |
| YTD | +45.3% | +27.9% | +17.4% | +23.6% |
| 1Y | +61.8% | +39.4% | +22.4% | +30.2% |
| 3Y | +269.0% | +72.7% | +196.3% | +143.1% |
| 5Y | -33.5% | +60.3% | -93.8% | -60.3% |
| All | -33.5% | +61.0% | -94.5% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling