+176.9%
XLE vs TWLO
+319.6%
-142.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +0.5% | -3.9% | +4.4% | +0.8% |
| 30D | +6.6% | -9.7% | +16.3% | +7.3% |
| 3M | +12.3% | +11.6% | +0.7% | +10.9% |
| 6M | +18.4% | +84.7% | -66.3% | +11.5% |
| YTD | +47.2% | +62.5% | -15.3% | +39.8% |
| 1Y | +50.3% | +121.7% | -71.4% | +38.4% |
| 3Y | +55.3% | +253.0% | -197.7% | +34.8% |
| 5Y | +226.0% | -32.5% | +258.4% | +215.9% |
| All | +176.9% | +319.6% | -142.7% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling