+28.4%
XLY vs TWLO
-33.6%
+62.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -1.7% | -2.4% | +0.7% | -1.2% |
| 30D | -4.2% | -7.8% | +3.6% | -2.8% |
| 3M | -2.7% | +10.0% | -12.7% | -5.4% |
| 6M | -0.6% | +79.5% | -80.1% | -14.6% |
| YTD | -5.0% | +59.8% | -64.9% | -16.7% |
| 1Y | -4.1% | +121.7% | -125.8% | -22.5% |
| 3Y | +33.6% | +240.8% | -207.2% | -6.8% |
| All | +28.4% | -33.6% | +62.0% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling