+136.2%
XLP vs TWLO
+569.2%
-433.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.3% |
| 7D | -0.2% | +5.6% | -5.8% | -0.4% |
| 30D | +8.2% | -24.6% | +32.8% | +9.0% |
| 3M | +7.7% | -14.0% | +21.7% | +8.0% |
| 6M | +9.3% | +10.1% | -0.8% | +8.4% |
| YTD | +19.5% | +49.2% | -29.7% | +16.8% |
| 1Y | +21.0% | +65.2% | -44.2% | +17.8% |
| 3Y | +43.2% | +260.7% | -217.4% | +33.4% |
| 5Y | +42.7% | -30.2% | +72.9% | +39.4% |
| All | +136.2% | +569.2% | -433.1% | +107.3% |
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