+240.6%
TWLO vs EXPE
+149.5%
+91.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +0.2% | -11.5% | +11.7% | +3.7% |
| 30D | -9.1% | -13.1% | +3.9% | -5.8% |
| 3M | +11.0% | +18.1% | -7.2% | +4.2% |
| 6M | +79.4% | +13.3% | +66.1% | +70.1% |
| YTD | +59.7% | -3.2% | +63.0% | +57.6% |
| 1Y | +112.3% | +26.1% | +86.2% | +92.3% |
| All | +240.6% | +149.5% | +91.1% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling