+191.8%
XBI vs TWLO
+863.4%
-671.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | -4.6% | -3.9% | -0.7% | -3.8% |
| 30D | -0.8% | -9.7% | +8.9% | +1.1% |
| 3M | +21.8% | +11.6% | +10.2% | +17.5% |
| 6M | +23.2% | +84.7% | -61.5% | +4.0% |
| YTD | +28.7% | +62.5% | -33.8% | +11.3% |
| 1Y | +67.8% | +121.7% | -53.9% | +33.7% |
| 3Y | +100.6% | +253.0% | -152.3% | +36.0% |
| 5Y | +19.8% | -32.5% | +52.3% | +9.3% |
| 10Y | +159.7% | +312.7% | -153.0% | +51.2% |
| All | +191.8% | +863.4% | -671.6% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling