+262.3%
XLF vs TWLO
+847.0%
-584.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -1.3% | -9.1% | +7.8% | -0.4% |
| 3M | +9.1% | +11.0% | -1.8% | +7.5% |
| 6M | +14.4% | +79.4% | -65.0% | +6.5% |
| YTD | +5.1% | +59.7% | -54.6% | -1.2% |
| 1Y | +8.6% | +112.3% | -103.7% | -1.2% |
| 3Y | +74.4% | +247.0% | -172.5% | +47.9% |
| 5Y | +64.4% | -35.6% | +99.9% | +55.7% |
| 10Y | +251.6% | +305.7% | -54.1% | +158.3% |
| All | +262.3% | +847.0% | -584.7% | +147.3% |
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