+73.5%
XYZ vs TWLO
+261.2%
-187.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.9% |
| 7D | +14.9% | -0.5% | +15.4% | +15.0% |
| 30D | +14.7% | -28.6% | +43.3% | +26.9% |
| 3M | +12.1% | -14.4% | +26.5% | +15.2% |
| 6M | +18.3% | +2.4% | +15.9% | +10.8% |
| YTD | +36.1% | +45.3% | -9.2% | +7.2% |
| 1Y | +35.3% | +61.8% | -26.5% | +1.3% |
| 3Y | +73.5% | +269.0% | -195.5% | -19.8% |
| All | +73.5% | +261.2% | -187.7% | -19.8% |
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