+709.2%
TWLO vs EXPE
+188.2%
+521.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.5% |
| 7D | -2.0% | -9.5% | +7.5% | +1.4% |
| 30D | +20.6% | -6.6% | +27.2% | +23.1% |
| 3M | -1.5% | +31.4% | -32.9% | -11.9% |
| 6M | +89.4% | +35.2% | +54.2% | +66.4% |
| YTD | +63.8% | +5.8% | +58.0% | +56.3% |
| 1Y | +119.7% | +38.7% | +81.1% | +88.1% |
| 3Y | +256.1% | +175.8% | +80.3% | +124.6% |
| 5Y | -36.6% | +111.8% | -148.4% | -57.2% |
| 10Y | +304.3% | +179.7% | +124.6% | +96.5% |
| All | +709.2% | +188.2% | +521.0% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling