+119.7%
TWLO vs XRT
+3.4%
+116.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.5% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | +20.6% | -4.2% | +24.8% | +22.6% |
| 3M | -1.5% | +5.1% | -6.6% | -3.9% |
| 6M | +89.4% | +2.4% | +87.0% | +86.7% |
| YTD | +63.8% | +3.2% | +60.6% | +60.0% |
| 1Y | +119.7% | +1.5% | +118.2% | +115.3% |
| All | +119.7% | +3.4% | +116.4% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling