Can't boot into TWRP (E6633)

I successfully unlocked the bootloader of my Sony Xperia Z5 dual (E6633) and installed TWRP:

Code:

---

OKAY [  0.945s]
finished. total time: 0.951s

sending 'recovery' (15988 KB)...
OKAY [  0.423s]
writing 'recovery'...
OKAY [  0.161s]
finished. total time: 0.587s

---

All looks fine so far. However I can't boot into TWRP. When I do 'adb reboot recovery' it just reboots the phone but I don't get TWRP. Do I need to do anything else to get TWRP working?

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