+148.7%
XLK vs TWLO
-33.6%
+182.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.6% |
| 7D | +0.2% | -2.4% | +2.6% | +0.7% |
| 30D | -0.6% | -7.8% | +7.2% | +0.8% |
| 3M | +2.6% | +10.0% | -7.5% | -0.3% |
| 6M | +34.0% | +79.5% | -45.5% | +16.0% |
| YTD | +30.7% | +59.8% | -29.2% | +15.4% |
| 1Y | +39.2% | +121.7% | -82.5% | +13.9% |
| 3Y | +120.4% | +240.8% | -120.4% | +58.1% |
| All | +148.7% | -33.6% | +182.3% | +122.2% |
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