+173.9%
XLV vs TWLO
+847.7%
-673.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| YTD | +7.7% | +59.8% | -52.1% | +2.5% |
| 1Y | +20.4% | +121.7% | -101.3% | +11.2% |
| 3Y | +30.8% | +240.8% | -210.0% | +14.2% |
| 5Y | +34.6% | -33.6% | +68.2% | +30.6% |
| 10Y | +173.4% | +306.0% | -132.6% | +112.4% |
| All | +173.9% | +847.7% | -673.8% | +101.9% |
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