+59.7%
XOM vs TWLO
+252.1%
-192.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +1.9% | -3.9% | +5.7% | +1.9% |
| 30D | +4.1% | -9.7% | +13.8% | +4.1% |
| 3M | +10.4% | +11.6% | -1.2% | +10.4% |
| 6M | +13.0% | +84.7% | -71.7% | +12.6% |
| YTD | +40.1% | +62.5% | -22.4% | +39.9% |
| 1Y | +51.1% | +121.7% | -70.6% | +49.0% |
| All | +59.7% | +252.1% | -192.3% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling