+18.3%
RSP vs TWLO
+123.2%
-104.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.4% |
| 7D | -0.8% | -2.0% | +1.3% | -0.7% |
| 30D | -0.3% | +20.6% | -20.9% | -1.2% |
| 3M | +4.3% | -1.5% | +5.8% | +4.2% |
| 6M | +8.8% | +89.4% | -80.6% | +4.6% |
| YTD | +15.3% | +63.8% | -48.5% | +11.4% |
| 1Y | +18.3% | +119.7% | -101.4% | +12.0% |
| All | +18.3% | +123.2% | -104.9% | +12.0% |
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