+702.8%
TWLO vs XME
+441.7%
+261.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +3.4% |
| 7D | -3.9% | -3.0% | -0.8% | -2.7% |
| 30D | -9.7% | -2.6% | -7.1% | -9.0% |
| 3M | +11.6% | +2.2% | +9.5% | +9.7% |
| 6M | +84.7% | +0.7% | +84.0% | +81.5% |
| YTD | +62.5% | +10.9% | +51.6% | +50.8% |
| 1Y | +121.7% | +35.7% | +86.0% | +85.7% |
| 3Y | +253.0% | +127.1% | +125.9% | +128.2% |
| 5Y | -32.5% | +168.5% | -201.0% | -60.1% |
| 10Y | +312.7% | +416.9% | -104.2% | +61.1% |
| All | +702.8% | +441.7% | +261.1% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling