+56.8%
RGTI vs TWLO
-33.6%
+90.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.5% |
| 7D | +0.5% | -2.4% | +2.9% | +1.5% |
| 30D | -17.1% | -7.8% | -9.3% | -14.1% |
| 3M | -26.0% | +10.0% | -36.0% | -30.4% |
| 6M | -9.9% | +79.5% | -89.3% | -35.6% |
| YTD | -31.1% | +59.8% | -90.9% | -48.3% |
| 1Y | -8.5% | +121.7% | -130.2% | -42.2% |
| 3Y | +652.2% | +240.8% | +411.4% | +262.6% |
| All | +56.8% | -33.6% | +90.4% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling