+684.6%
TWLO vs XPO
+1,902.7%
-1,218.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.5% |
| 7D | -1.2% | +2.7% | -3.9% | -2.2% |
| 30D | -6.4% | -6.2% | -0.2% | -4.6% |
| 3M | +6.3% | -15.4% | +21.7% | +11.7% |
| 6M | +76.4% | +0.7% | +75.7% | +73.6% |
| YTD | +58.8% | +39.8% | +19.0% | +37.7% |
| 1Y | +107.1% | +43.3% | +63.8% | +77.2% |
| 3Y | +245.0% | +166.0% | +78.9% | +123.7% |
| 5Y | -36.0% | +274.2% | -310.1% | -65.4% |
| 10Y | +293.2% | +1,429.0% | -1,135.8% | +29.2% |
| All | +684.6% | +1,902.7% | -1,218.1% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling