+121.7%
TWLO vs XRT
-2.3%
+124.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -3.9% | -3.6% | -0.3% | -2.5% |
| 30D | -9.7% | -6.7% | -3.0% | -7.2% |
| 3M | +11.6% | -1.4% | +13.0% | +11.8% |
| 6M | +84.7% | +1.7% | +83.0% | +81.5% |
| YTD | +62.5% | -1.5% | +64.0% | +61.7% |
| 1Y | +121.7% | -2.5% | +124.2% | +121.2% |
| All | +121.7% | -2.3% | +124.1% | +121.2% |
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