+257.2%
XOM vs TWLO
-33.6%
+290.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +4.1% | -2.4% | +6.5% | +4.1% |
| 30D | +4.6% | -7.8% | +12.4% | +4.8% |
| 3M | +14.0% | +10.0% | +3.9% | +13.5% |
| 6M | +11.0% | +79.5% | -68.5% | +8.8% |
| YTD | +40.7% | +59.8% | -19.1% | +38.4% |
| 1Y | +52.3% | +121.7% | -69.4% | +47.5% |
| 3Y | +60.5% | +240.8% | -180.3% | +50.5% |
| All | +257.2% | -33.6% | +290.8% | +240.3% |
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