+301.0%
TWLO vs XYL
+150.5%
+150.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -2.4% | +1.2% | -3.6% | -3.2% |
| 30D | -7.8% | -11.9% | +4.1% | -1.4% |
| 3M | +10.0% | -1.5% | +11.6% | +10.2% |
| 6M | +79.5% | -11.9% | +91.4% | +89.2% |
| YTD | +59.8% | -20.6% | +80.4% | +77.2% |
| 1Y | +121.7% | -23.5% | +145.2% | +150.8% |
| 3Y | +240.8% | +14.9% | +226.0% | +195.8% |
| 5Y | -33.6% | -15.3% | -18.3% | -34.0% |
| All | +301.0% | +150.5% | +150.5% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling