+99.4%
XBI vs TWLO
+246.3%
-146.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -4.6% | -2.4% | -2.2% | -4.4% |
| 30D | -2.0% | -7.8% | +5.8% | -1.1% |
| 3M | +17.8% | +10.0% | +7.8% | +15.6% |
| 6M | +23.7% | +79.5% | -55.8% | +10.8% |
| YTD | +28.2% | +59.8% | -31.6% | +16.7% |
| 1Y | +64.0% | +121.7% | -57.7% | +39.8% |
| 3Y | +99.4% | +240.8% | -141.4% | +32.5% |
| All | +99.4% | +246.3% | -146.9% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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