+121.0%
XLP vs TWLO
+761.4%
-640.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.8% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +8.9% | -28.6% | +37.6% | +10.0% |
| 3M | +7.5% | -14.4% | +21.8% | +7.7% |
| 6M | +9.4% | +2.4% | +7.0% | +8.8% |
| YTD | +19.3% | +45.3% | -26.0% | +16.8% |
| 1Y | +21.7% | +61.8% | -40.1% | +18.7% |
| 3Y | +44.0% | +269.0% | -225.0% | +34.2% |
| 5Y | +42.8% | -33.5% | +76.2% | +39.7% |
| 10Y | +128.8% | +549.6% | -420.8% | +100.4% |
| All | +121.0% | +761.4% | -640.3% | +91.1% |
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 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