+301.0%
TWLO vs XPO
+1,516.3%
-1,215.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.4% | -5.7% | +3.2% | -0.6% |
| 30D | -7.8% | -12.8% | +5.0% | -3.8% |
| 3M | +10.0% | -20.0% | +30.0% | +17.9% |
| 6M | +79.5% | -6.0% | +85.5% | +80.7% |
| YTD | +59.8% | +34.0% | +25.8% | +40.6% |
| 1Y | +121.7% | +35.6% | +86.1% | +93.4% |
| 3Y | +240.8% | +152.3% | +88.5% | +125.3% |
| 5Y | -33.6% | +264.4% | -298.0% | -63.8% |
| All | +301.0% | +1,516.3% | -1,215.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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