+66.3%
RSP vs TWLO
+275.2%
-209.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.6% |
| 7D | -0.3% | +2.8% | -3.1% | -0.5% |
| 30D | +4.4% | -22.4% | +26.8% | +6.4% |
| 3M | +1.3% | -14.2% | +15.5% | +2.0% |
| 6M | +10.0% | +10.5% | -0.5% | +7.6% |
| YTD | +17.6% | +54.3% | -36.7% | +10.2% |
| 1Y | +19.2% | +68.0% | -48.8% | +10.5% |
| All | +66.3% | +275.2% | -209.0% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling