+20.7%
XLK vs TWLO
+60.3%
-39.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -7.6% | -15.9% | +8.3% | -5.4% |
| 30D | -12.2% | -29.0% | +16.9% | -8.2% |
| 3M | -5.5% | +10.0% | -15.5% | -7.4% |
| 6M | +9.2% | +12.6% | -3.4% | +6.1% |
| YTD | +23.0% | +50.1% | -27.1% | +12.4% |
| 1Y | +20.7% | +64.3% | -43.6% | +6.5% |
| All | +20.7% | +60.3% | -39.6% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling