+44.0%
XLP vs TWLO
-30.7%
+74.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +2.5% | +4.5% | -2.0% | +2.4% |
| 30D | +7.3% | -22.1% | +29.4% | +7.7% |
| 3M | +8.1% | -15.3% | +23.4% | +8.2% |
| 6M | +10.5% | +9.7% | +0.8% | +9.7% |
| YTD | +21.2% | +48.5% | -27.3% | +19.1% |
| 1Y | +22.7% | +70.3% | -47.6% | +19.9% |
| 3Y | +44.8% | +261.4% | -216.6% | +35.6% |
| All | +44.0% | -30.7% | +74.7% | +34.1% |
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