+835.9%
XLK vs TWLO
+863.4%
-27.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | -0.4% | -3.9% | +3.5% | +0.3% |
| 30D | -0.5% | -9.7% | +9.2% | +1.3% |
| 3M | +5.0% | +11.6% | -6.6% | +1.9% |
| 6M | +32.9% | +84.7% | -51.8% | +15.9% |
| YTD | +29.0% | +62.5% | -33.5% | +14.8% |
| 1Y | +37.8% | +121.7% | -83.9% | +14.9% |
| 3Y | +118.7% | +253.0% | -134.3% | +61.5% |
| 5Y | +145.6% | -32.5% | +178.0% | +126.6% |
| 10Y | +791.5% | +312.7% | +478.8% | +470.1% |
| All | +835.9% | +863.4% | -27.5% | +465.7% |
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