+68.7%
XLC vs TWLO
+246.1%
-177.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -0.9% | -9.1% | +8.3% | +0.1% |
| 3M | -0.3% | +11.0% | -11.3% | -2.0% |
| 6M | -5.2% | +79.4% | -84.5% | -13.6% |
| YTD | -5.3% | +59.7% | -65.0% | -12.5% |
| 1Y | -2.8% | +112.3% | -115.1% | -14.7% |
| All | +68.7% | +246.1% | -177.4% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling