+39.3%
XLC vs TWLO
-34.2%
+73.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | -1.7% | -3.9% | +2.2% | -1.0% |
| 30D | +0.2% | -9.7% | +9.9% | +1.8% |
| 3M | +0.7% | +11.6% | -10.9% | -2.0% |
| 6M | -4.5% | +84.7% | -89.1% | -16.6% |
| YTD | -4.7% | +62.5% | -67.2% | -15.2% |
| 1Y | -1.5% | +121.7% | -123.2% | -18.2% |
| 3Y | +72.2% | +253.0% | -180.7% | +23.8% |
| 5Y | +39.3% | -32.5% | +71.8% | +26.4% |
| All | +39.3% | -34.2% | +73.5% | +26.4% |
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