+64.3%
TWLO vs XRT
+18.0%
+46.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -1.2% |
| 7D | -15.9% | +8.0% | -23.9% | -17.3% |
| 30D | -29.0% | +13.0% | -42.1% | -31.3% |
| 3M | +10.0% | +1.7% | +8.3% | +10.1% |
| 6M | +12.6% | +12.6% | 0.0% | +8.5% |
| YTD | +50.1% | +10.7% | +39.4% | +44.2% |
| 1Y | +64.3% | +18.4% | +45.9% | +50.6% |
| All | +64.3% | +18.0% | +46.3% | +50.6% |
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