+240.8%
TWLO vs XYL
+15.7%
+225.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -2.4% | +1.2% | -3.6% | -2.9% |
| 30D | -7.8% | -11.9% | +4.1% | -3.8% |
| 3M | +10.0% | -1.5% | +11.6% | +10.1% |
| 6M | +79.5% | -11.9% | +91.4% | +85.9% |
| YTD | +59.8% | -20.6% | +80.4% | +72.0% |
| 1Y | +121.7% | -23.5% | +145.2% | +143.0% |
| 3Y | +240.8% | +14.9% | +226.0% | +151.9% |
| All | +240.8% | +15.7% | +225.1% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling