+709.2%
TWLO vs EXPD
+335.4%
+373.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.6% |
| 7D | -2.0% | -1.1% | -0.9% | -1.4% |
| 30D | +20.6% | +4.1% | +16.5% | +18.0% |
| 3M | -1.5% | +17.9% | -19.5% | -10.1% |
| 6M | +89.4% | +29.2% | +60.2% | +64.2% |
| YTD | +63.8% | +27.4% | +36.4% | +40.8% |
| 1Y | +119.7% | +56.8% | +62.9% | +66.3% |
| 3Y | +256.1% | +68.0% | +188.1% | +152.1% |
| 5Y | -36.6% | +61.9% | -98.4% | -55.1% |
| 10Y | +304.3% | +316.0% | -11.7% | +92.2% |
| All | +709.2% | +335.4% | +373.8% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling