+159.8%
XLB vs TWLO
+312.8%
-153.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -2.8% | -2.4% | -0.4% | -2.6% |
| 30D | -3.1% | -7.8% | +4.7% | -2.4% |
| 3M | -0.2% | +10.0% | -10.2% | -1.6% |
| 6M | +3.1% | +79.5% | -76.4% | -4.2% |
| YTD | +13.3% | +59.8% | -46.6% | +6.3% |
| 1Y | +12.0% | +121.7% | -109.6% | +1.1% |
| 3Y | +31.4% | +240.8% | -209.4% | +10.7% |
| 5Y | +33.9% | -33.6% | +67.5% | +27.3% |
| All | +159.8% | +312.8% | -153.0% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling