+25.1%
XYZ vs TWLO
+61.4%
-36.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.4% |
| 7D | -2.1% | +5.6% | -7.7% | -3.1% |
| 30D | +7.0% | -24.6% | +31.7% | +12.2% |
| 3M | +5.1% | -14.0% | +19.0% | +6.6% |
| 6M | +14.1% | +10.1% | +4.0% | +8.0% |
| YTD | +26.4% | +49.2% | -22.8% | +0.9% |
| 1Y | +25.1% | +65.2% | -40.2% | -3.3% |
| All | +25.1% | +61.4% | -36.3% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling