+689.1%
TWLO vs XEL
+142.5%
+546.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | -9.1% | -0.9% | -8.3% | -9.0% |
| 3M | +11.0% | -1.4% | +12.4% | +11.2% |
| 6M | +79.4% | -5.8% | +85.2% | +80.6% |
| YTD | +59.7% | +4.7% | +55.0% | +57.1% |
| 1Y | +112.3% | +9.1% | +103.3% | +106.5% |
| 3Y | +247.0% | +47.8% | +199.1% | +213.9% |
| 5Y | -35.6% | +29.0% | -64.6% | -40.2% |
| 10Y | +305.7% | +154.0% | +151.7% | +288.3% |
| All | +689.1% | +142.5% | +546.6% | +652.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling