-32.5%
TWLO vs XYL
-15.8%
-16.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.4% |
| 7D | -3.9% | -1.2% | -2.6% | -3.2% |
| 30D | -9.7% | -13.2% | +3.5% | -1.2% |
| 3M | +11.6% | -0.2% | +11.8% | +10.6% |
| 6M | +84.7% | -12.5% | +97.2% | +97.4% |
| YTD | +62.5% | -20.9% | +83.4% | +84.4% |
| 1Y | +121.7% | -21.6% | +143.3% | +152.2% |
| 3Y | +253.0% | +16.1% | +236.8% | +170.3% |
| 5Y | -32.5% | -15.6% | -16.9% | -45.1% |
| All | -32.5% | -15.8% | -16.7% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling