+684.6%
TWLO vs XYL
+166.1%
+518.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -4.7% |
| 7D | -1.2% | +1.8% | -3.0% | -2.2% |
| 30D | -6.4% | -9.2% | +2.8% | -1.3% |
| 3M | +6.3% | -0.3% | +6.6% | +5.6% |
| 6M | +76.4% | -11.0% | +87.4% | +85.2% |
| YTD | +58.8% | -19.2% | +78.0% | +74.9% |
| 1Y | +107.1% | -21.2% | +128.3% | +130.9% |
| 3Y | +245.0% | +18.6% | +226.4% | +192.5% |
| 5Y | -36.0% | -14.3% | -21.6% | -36.5% |
| 10Y | +293.2% | +141.0% | +152.2% | +83.2% |
| All | +684.6% | +166.1% | +518.6% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling