+26.9%
XLV vs TWLO
+123.2%
-96.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -1.0% |
| 7D | +0.2% | -2.0% | +2.2% | +0.2% |
| 30D | +4.4% | +20.6% | -16.1% | +4.1% |
| 3M | +13.2% | -1.5% | +14.8% | +13.1% |
| 6M | +10.1% | +89.4% | -79.3% | +7.9% |
| YTD | +11.7% | +63.8% | -52.1% | +9.8% |
| 1Y | +26.9% | +119.7% | -92.8% | +24.7% |
| All | +26.9% | +123.2% | -96.3% | +24.7% |
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