+35.0%
XLB vs TWLO
-35.1%
+70.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -3.4% | -9.1% | +5.8% | -2.6% |
| 3M | +1.6% | +11.0% | -9.4% | +0.1% |
| 6M | +3.6% | +79.4% | -75.7% | -3.5% |
| YTD | +14.2% | +59.7% | -45.5% | +7.4% |
| 1Y | +15.6% | +112.3% | -96.7% | +4.8% |
| 3Y | +33.1% | +247.0% | -213.9% | +11.3% |
| 5Y | +35.0% | -35.6% | +70.6% | +24.9% |
| All | +35.0% | -35.1% | +70.1% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling