-32.3%
TWLO vs XEL
+29.8%
-62.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -7.8% | -3.9% | -3.9% | -7.3% |
| 3M | +10.0% | -2.8% | +12.8% | +10.4% |
| 6M | +79.5% | -5.4% | +84.9% | +80.3% |
| YTD | +59.8% | +3.8% | +56.1% | +57.0% |
| 1Y | +121.7% | +6.8% | +114.8% | +115.4% |
| 3Y | +240.8% | +45.6% | +195.2% | +202.7% |
| All | -32.3% | +29.8% | -62.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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