+261.4%
TWLO vs XRT
+58.7%
+202.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +4.5% | +1.7% | +2.8% | +3.4% |
| 30D | -22.1% | +7.5% | -29.6% | -26.0% |
| 3M | -15.3% | +2.2% | -17.5% | -17.0% |
| 6M | +9.7% | +14.7% | -5.0% | -1.9% |
| YTD | +48.5% | +7.5% | +41.0% | +38.9% |
| 1Y | +70.3% | +14.1% | +56.2% | +51.7% |
| 3Y | +261.4% | +58.8% | +202.6% | +149.1% |
| All | +261.4% | +58.7% | +202.7% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling