+29.5%
XLB vs TWLO
+60.3%
-30.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +3.9% | -15.9% | +19.8% | +3.9% |
| 30D | +8.9% | -29.0% | +37.9% | +8.9% |
| 3M | +4.1% | +10.0% | -5.9% | +4.0% |
| 6M | +7.3% | +12.6% | -5.3% | +7.3% |
| YTD | +20.4% | +50.1% | -29.7% | +19.4% |
| 1Y | +29.5% | +64.3% | -34.7% | +26.4% |
| All | +29.5% | +60.3% | -30.8% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling