+806.5%
XYZ vs TWLO
+871.2%
-64.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.7% |
| 7D | -1.0% | -2.0% | +1.0% | -0.1% |
| 30D | -1.7% | +20.6% | -22.3% | -11.9% |
| 3M | +16.7% | -1.5% | +18.3% | +14.2% |
| 6M | +26.9% | +89.4% | -62.6% | -12.5% |
| YTD | +27.1% | +63.8% | -36.6% | -6.3% |
| 1Y | +9.3% | +119.7% | -110.5% | -31.2% |
| 3Y | +42.3% | +256.1% | -213.9% | -33.4% |
| 5Y | -69.3% | -36.6% | -32.8% | -70.7% |
| 10Y | +586.8% | +304.3% | +282.5% | +230.9% |
| All | +806.5% | +871.2% | -64.7% | +294.5% |
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