+240.6%
TWLO vs XRT
+40.3%
+200.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.7% |
| 7D | +0.2% | -2.4% | +2.6% | +1.9% |
| 30D | -9.1% | -6.9% | -2.2% | -4.6% |
| 3M | +11.0% | -0.4% | +11.4% | +10.5% |
| 6M | +79.4% | +2.2% | +77.1% | +74.3% |
| YTD | +59.7% | -0.7% | +60.4% | +58.2% |
| 1Y | +112.3% | -2.0% | +114.3% | +112.1% |
| All | +240.6% | +40.3% | +200.2% | +136.8% |
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