+119.0%
XLP vs TWLO
+742.1%
-623.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | +0.7% | -1.5% | +2.2% | +0.8% |
| 30D | +10.3% | -26.0% | +36.3% | +11.1% |
| 3M | +6.5% | +4.6% | +2.0% | +6.0% |
| 6M | +8.4% | +5.5% | +2.8% | +7.6% |
| YTD | +18.2% | +42.0% | -23.8% | +15.8% |
| 1Y | +22.4% | +58.5% | -36.0% | +19.4% |
| 3Y | +41.9% | +279.7% | -237.8% | +32.1% |
| 5Y | +40.9% | -35.0% | +75.8% | +37.9% |
| 10Y | +128.4% | +539.9% | -411.5% | +100.1% |
| All | +119.0% | +742.1% | -623.1% | +89.5% |
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 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