+301.0%
TWLO vs XME
+421.4%
-120.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -2.4% | -4.2% | +1.8% | -0.6% |
| 30D | -7.8% | -2.7% | -5.1% | -7.1% |
| 3M | +10.0% | -3.9% | +14.0% | +11.3% |
| 6M | +79.5% | -1.0% | +80.4% | +77.7% |
| YTD | +59.8% | +9.8% | +50.0% | +49.1% |
| 1Y | +121.7% | +32.5% | +89.1% | +88.0% |
| 3Y | +240.8% | +124.3% | +116.5% | +122.2% |
| 5Y | -33.6% | +165.8% | -199.4% | -60.4% |
| All | +301.0% | +421.4% | -120.4% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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