+166.1%
XLB vs TWLO
+871.2%
-705.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | -1.4% | -2.0% | +0.6% | -1.2% |
| 30D | -0.4% | +20.6% | -21.0% | -2.5% |
| 3M | +2.0% | -1.5% | +3.5% | +1.6% |
| 6M | +1.8% | +89.4% | -87.6% | -5.6% |
| YTD | +16.6% | +63.8% | -47.2% | +9.3% |
| 1Y | +16.9% | +119.7% | -102.8% | +5.9% |
| 3Y | +32.6% | +256.1% | -223.6% | +11.8% |
| 5Y | +35.6% | -36.6% | +72.2% | +29.5% |
| 10Y | +160.0% | +304.3% | -144.3% | +88.8% |
| All | +166.1% | +871.2% | -705.0% | +83.5% |
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 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