+192.9%
XOM vs TWLO
+312.8%
-119.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +4.1% | -2.4% | +6.5% | +4.2% |
| 30D | +4.6% | -7.8% | +12.4% | +4.9% |
| 3M | +14.0% | +10.0% | +3.9% | +13.1% |
| 6M | +11.0% | +79.5% | -68.5% | +7.0% |
| YTD | +40.7% | +59.8% | -19.1% | +36.3% |
| 1Y | +52.3% | +121.7% | -69.4% | +44.5% |
| 3Y | +60.5% | +240.8% | -180.3% | +46.1% |
| 5Y | +266.4% | -33.6% | +300.0% | +258.6% |
| All | +192.9% | +312.8% | -119.9% | +129.0% |
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