+637.1%
TWLO vs XRT
+151.9%
+485.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -1.9% |
| 7D | +5.6% | -0.4% | +6.0% | +5.9% |
| 30D | -24.6% | +7.5% | -32.2% | -29.2% |
| 3M | -14.0% | +2.3% | -16.3% | -16.3% |
| 6M | +10.1% | +12.8% | -2.8% | -1.7% |
| YTD | +49.2% | +7.1% | +42.1% | +38.5% |
| 1Y | +65.2% | +12.3% | +53.0% | +47.5% |
| 3Y | +260.7% | +57.0% | +203.7% | +143.8% |
| 5Y | -30.2% | -4.3% | -25.9% | -32.3% |
| 10Y | +572.4% | +136.7% | +435.7% | +238.2% |
| All | +637.1% | +151.9% | +485.2% | +233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling