+169.4%
XLV vs TWLO
+312.8%
-143.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.1% |
| 7D | -3.6% | -2.4% | -1.1% | -3.4% |
| 30D | -1.8% | -7.8% | +6.0% | -1.3% |
| 3M | +7.8% | +10.0% | -2.2% | +6.6% |
| 6M | +9.1% | +79.5% | -70.4% | +3.0% |
| YTD | +7.7% | +59.8% | -52.1% | +2.5% |
| 1Y | +20.4% | +121.7% | -101.3% | +11.1% |
| 3Y | +30.8% | +240.8% | -210.0% | +14.0% |
| 5Y | +34.6% | -33.6% | +68.2% | +30.8% |
| All | +169.4% | +312.8% | -143.4% | +106.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling