+307.6%
TWLO vs EXPE
+165.2%
+142.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.2% |
| 7D | -3.9% | -8.7% | +4.8% | -0.9% |
| 30D | -9.7% | -13.6% | +3.9% | -5.4% |
| 3M | +11.6% | +26.6% | -15.0% | +1.4% |
| 6M | +84.7% | +19.9% | +64.7% | +70.1% |
| YTD | +62.5% | -1.7% | +64.2% | +59.1% |
| 1Y | +121.7% | +29.4% | +92.3% | +94.9% |
| 3Y | +253.0% | +155.7% | +97.3% | +131.3% |
| 5Y | -32.5% | +93.1% | -125.6% | -52.5% |
| All | +307.6% | +165.2% | +142.5% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling