+102.9%
XLP vs TWLO
+293.5%
-190.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.6% |
| 7D | -1.4% | -1.2% | -0.2% | -1.4% |
| 30D | -1.3% | -6.4% | +5.1% | -1.1% |
| 3M | +1.8% | +6.3% | -4.4% | +1.5% |
| 6M | -0.8% | +76.4% | -77.3% | -3.2% |
| YTD | +9.5% | +58.8% | -49.3% | +7.2% |
| 1Y | +7.2% | +107.1% | -99.9% | +3.6% |
| 3Y | +27.1% | +245.0% | -217.8% | +19.1% |
| 5Y | +32.0% | -36.0% | +68.0% | +29.7% |
| 10Y | +102.9% | +293.2% | -190.3% | +80.5% |
| All | +102.9% | +293.5% | -190.6% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling