+301.0%
TWLO vs XHB
+215.4%
+85.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.7% |
| 7D | -2.4% | -4.6% | +2.2% | +0.7% |
| 30D | -7.8% | -9.1% | +1.3% | -1.9% |
| 3M | +10.0% | -8.6% | +18.6% | +15.9% |
| 6M | +79.5% | -4.0% | +83.5% | +79.7% |
| YTD | +59.8% | -3.9% | +63.8% | +57.6% |
| 1Y | +121.7% | -16.5% | +138.1% | +141.5% |
| 3Y | +240.8% | +22.6% | +218.2% | +164.1% |
| 5Y | -33.6% | +33.9% | -67.5% | -52.3% |
| All | +301.0% | +215.4% | +85.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling