+227.7%
XLE vs TWLO
-35.1%
+262.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +8.5% | -9.1% | +17.7% | +9.0% |
| 3M | +14.6% | +11.0% | +3.6% | +13.7% |
| 6M | +17.6% | +79.4% | -61.8% | +13.1% |
| YTD | +48.1% | +59.7% | -11.6% | +43.2% |
| 1Y | +53.8% | +112.3% | -58.5% | +45.6% |
| 3Y | +56.2% | +247.0% | -190.7% | +41.4% |
| 5Y | +227.7% | -35.6% | +263.3% | +209.8% |
| All | +227.7% | -35.1% | +262.8% | +209.8% |
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