+177.9%
XOM vs TWLO
+847.0%
-669.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | +3.4% | -9.1% | +12.6% | +3.9% |
| 3M | +11.0% | +11.0% | 0.0% | +10.1% |
| 6M | +10.6% | +79.4% | -68.8% | +6.6% |
| YTD | +39.2% | +59.7% | -20.5% | +34.8% |
| 1Y | +52.7% | +112.3% | -59.6% | +45.1% |
| 3Y | +56.8% | +247.0% | -190.2% | +42.3% |
| 5Y | +261.8% | -35.6% | +297.4% | +254.7% |
| 10Y | +191.3% | +305.7% | -114.4% | +130.3% |
| All | +177.9% | +847.0% | -669.1% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling