-30.6%
TWLO vs EXPE
+46.0%
-76.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +4.5% | -0.5% | +5.0% | +4.7% |
| 30D | -22.1% | -6.1% | -16.0% | -21.3% |
| 3M | -15.3% | -21.3% | +6.0% | -8.6% |
| 6M | +9.7% | +19.0% | -9.3% | -2.4% |
| YTD | +48.5% | -8.4% | +56.9% | +45.9% |
| 1Y | +70.3% | -2.8% | +73.1% | +62.5% |
| 3Y | +261.4% | +120.8% | +140.7% | +110.1% |
| All | -30.6% | +46.0% | -76.6% | -52.0% |
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