+64.3%
TWLO vs EXPE
+48.9%
+15.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.5% | -10.7% | -2.1% |
| 7D | -15.9% | +14.6% | -30.5% | -18.3% |
| 30D | -29.0% | +21.4% | -50.5% | -32.2% |
| 3M | +10.0% | +1.4% | +8.7% | +9.2% |
| 6M | +12.6% | +28.6% | -16.0% | +4.0% |
| YTD | +50.1% | +12.1% | +38.0% | +42.3% |
| 1Y | +64.3% | +50.0% | +14.3% | +48.6% |
| All | +64.3% | +48.9% | +15.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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