-32.3%
TWLO vs XLRE
+8.4%
-40.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.4% |
| 7D | -2.4% | -1.2% | -1.3% | -1.4% |
| 30D | -7.8% | -2.4% | -5.4% | -5.9% |
| 3M | +10.0% | -2.5% | +12.5% | +12.0% |
| 6M | +79.5% | +4.0% | +75.5% | +70.4% |
| YTD | +59.8% | +9.3% | +50.6% | +43.6% |
| 1Y | +121.7% | +5.6% | +116.1% | +105.8% |
| 3Y | +240.8% | +31.3% | +209.5% | +145.9% |
| All | -32.3% | +8.4% | -40.8% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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