+166.3%
XLB vs TWLO
+780.4%
-614.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.5% | +4.5% | -4.0% | +0.1% |
| 30D | +5.2% | -22.1% | +27.3% | +7.3% |
| 3M | +0.3% | -15.3% | +15.6% | +1.3% |
| 6M | +1.2% | +9.7% | -8.5% | -1.0% |
| YTD | +16.6% | +48.5% | -31.8% | +9.8% |
| 1Y | +21.4% | +70.3% | -48.9% | +12.7% |
| 3Y | +43.2% | +261.4% | -218.2% | +20.0% |
| 5Y | +28.0% | -30.6% | +58.6% | +20.8% |
| 10Y | +164.8% | +569.2% | -404.5% | +87.8% |
| All | +166.3% | +780.4% | -614.1% | +84.3% |
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