+29.1%
XLV vs TWLO
+54.0%
-24.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.4% | -2.4% |
| 7D | +0.5% | -16.9% | +17.4% | +0.6% |
| 30D | +10.7% | -28.3% | +39.0% | +11.0% |
| 3M | +13.1% | +4.0% | +9.1% | +12.6% |
| 6M | +28.3% | +2.8% | +25.6% | +27.8% |
| YTD | +20.9% | +41.3% | -20.4% | +19.0% |
| 1Y | +29.1% | +52.9% | -23.9% | +26.1% |
| All | +29.1% | +54.0% | -24.9% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling