+21.8%
RSP vs TWLO
+60.3%
-38.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.7% | -15.9% | +18.6% | +3.2% |
| 30D | +5.8% | -29.0% | +34.8% | +6.8% |
| 3M | +1.8% | +10.0% | -8.2% | +1.0% |
| 6M | +11.6% | +12.6% | -1.0% | +10.5% |
| YTD | +18.0% | +50.1% | -32.1% | +14.1% |
| 1Y | +21.8% | +64.3% | -42.4% | +15.6% |
| All | +21.8% | +60.3% | -38.5% | +15.6% |
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