+259.9%
XLI vs TWLO
+847.0%
-587.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -6.9% | -9.1% | +2.2% | -6.2% |
| 3M | -1.9% | +11.0% | -12.9% | -3.3% |
| 6M | +1.0% | +79.4% | -78.3% | -5.8% |
| YTD | +11.3% | +59.7% | -48.4% | +4.7% |
| 1Y | +15.8% | +112.3% | -96.5% | +5.4% |
| 3Y | +69.8% | +247.0% | -177.1% | +44.4% |
| 5Y | +80.9% | -35.6% | +116.5% | +71.9% |
| 10Y | +257.2% | +305.7% | -48.5% | +165.2% |
| All | +259.9% | +847.0% | -587.1% | +152.7% |
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 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