-32.5%
TWLO vs XME
+167.8%
-200.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +3.5% |
| 7D | -3.9% | -3.0% | -0.8% | -2.6% |
| 30D | -9.7% | -2.6% | -7.1% | -8.9% |
| 3M | +11.6% | +2.2% | +9.5% | +9.6% |
| 6M | +84.7% | +0.7% | +84.0% | +81.2% |
| YTD | +62.5% | +10.9% | +51.6% | +49.1% |
| 1Y | +121.7% | +35.7% | +86.0% | +79.9% |
| 3Y | +253.0% | +127.1% | +125.9% | +106.9% |
| 5Y | -32.5% | +168.5% | -201.0% | -64.8% |
| All | -32.5% | +167.8% | -200.3% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling