+709.2%
TWLO vs XRT
+142.8%
+566.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.9% |
| 7D | -2.0% | +0.8% | -2.8% | -2.6% |
| 30D | +20.6% | -4.2% | +24.8% | +24.5% |
| 3M | -1.5% | +5.1% | -6.6% | -6.0% |
| 6M | +89.4% | +2.4% | +87.0% | +83.7% |
| YTD | +63.8% | +3.2% | +60.6% | +57.5% |
| 1Y | +119.7% | +1.5% | +118.2% | +113.6% |
| 3Y | +256.1% | +40.6% | +215.6% | +164.7% |
| 5Y | -36.6% | -1.0% | -35.6% | -38.7% |
| 10Y | +304.3% | +128.4% | +175.9% | +114.2% |
| All | +709.2% | +142.8% | +566.4% | +279.7% |
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