+205.8%
RSP vs TWLO
+312.8%
-106.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | -2.8% | -7.8% | +5.0% | -2.0% |
| 3M | +2.8% | +10.0% | -7.2% | +1.2% |
| 6M | +10.2% | +79.5% | -69.3% | +1.6% |
| YTD | +13.1% | +59.8% | -46.8% | +5.3% |
| 1Y | +14.8% | +121.7% | -106.9% | +2.4% |
| 3Y | +52.6% | +240.8% | -188.2% | +26.4% |
| 5Y | +51.6% | -33.6% | +85.2% | +42.5% |
| All | +205.8% | +312.8% | -106.9% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling