-35.6%
TWLO vs EXPE
+89.3%
-124.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +0.2% | -11.5% | +11.7% | +5.2% |
| 30D | -9.1% | -13.1% | +3.9% | -4.4% |
| 3M | +11.0% | +18.1% | -7.2% | +1.6% |
| 6M | +79.4% | +13.3% | +66.1% | +66.2% |
| YTD | +59.7% | -3.2% | +63.0% | +56.5% |
| 1Y | +112.3% | +26.1% | +86.2% | +82.6% |
| 3Y | +247.0% | +151.7% | +95.2% | +97.8% |
| 5Y | -35.6% | +88.3% | -123.9% | -57.7% |
| All | -35.6% | +89.3% | -124.8% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling