+3.6%
XLY vs TWLO
+60.3%
-56.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +6.1% | -15.9% | +21.9% | +6.8% |
| 30D | +10.8% | -29.0% | +39.8% | +12.4% |
| 3M | +3.6% | +10.0% | -6.4% | +2.5% |
| 6M | +4.4% | +12.6% | -8.2% | +2.9% |
| YTD | +3.1% | +50.1% | -47.0% | -2.1% |
| 1Y | +3.6% | +64.3% | -60.7% | -4.7% |
| All | +3.6% | +60.3% | -56.7% | -4.7% |
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