+131.1%
XLU vs TWLO
+847.7%
-716.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.5% |
| 30D | -3.3% | -7.8% | +4.5% | -3.1% |
| 3M | -3.2% | +10.0% | -13.2% | -3.6% |
| 6M | -7.0% | +79.5% | -86.4% | -9.4% |
| YTD | +0.6% | +59.8% | -59.2% | -1.7% |
| 1Y | +2.4% | +121.7% | -119.2% | -1.4% |
| 3Y | +46.3% | +240.8% | -194.6% | +37.0% |
| 5Y | +44.0% | -33.6% | +77.6% | +40.1% |
| 10Y | +140.1% | +306.0% | -165.9% | +119.4% |
| All | +131.1% | +847.7% | -716.5% | +110.3% |
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 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