+64.3%
XLF vs TWLO
-33.6%
+97.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | -1.5% | -2.4% | +1.0% | -1.2% |
| 30D | -1.2% | -7.8% | +6.7% | -0.4% |
| 3M | +9.2% | +10.0% | -0.9% | +7.5% |
| 6M | +16.3% | +79.5% | -63.1% | +7.4% |
| YTD | +5.4% | +59.8% | -54.4% | -1.6% |
| 1Y | +7.6% | +121.7% | -114.1% | -3.9% |
| 3Y | +74.2% | +240.8% | -166.6% | +44.1% |
| All | +64.3% | -33.6% | +97.8% | +47.7% |
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 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