+178.7%
XLE vs TWLO
+871.2%
-692.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.3% | -0.6% |
| 7D | +2.2% | -2.0% | +4.2% | +2.3% |
| 30D | +11.8% | +20.6% | -8.8% | +9.8% |
| 3M | +9.8% | -1.5% | +11.4% | +9.5% |
| 6M | +15.6% | +89.4% | -73.9% | +8.7% |
| YTD | +45.3% | +63.8% | -18.5% | +38.0% |
| 1Y | +48.3% | +119.7% | -71.4% | +36.9% |
| 3Y | +55.4% | +256.1% | -200.7% | +35.1% |
| 5Y | +216.1% | -36.6% | +252.7% | +208.0% |
| 10Y | +178.4% | +304.3% | -125.9% | +104.5% |
| All | +178.7% | +871.2% | -692.5% | +91.8% |
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 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