+50.4%
RSP vs TWLO
-26.8%
+77.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.5% |
| 7D | -0.3% | +2.8% | -3.1% | -0.6% |
| 30D | +4.4% | -22.4% | +26.8% | +7.2% |
| 3M | +1.3% | -14.2% | +15.5% | +2.3% |
| 6M | +10.0% | +10.5% | -0.5% | +6.9% |
| YTD | +17.6% | +54.3% | -36.7% | +8.5% |
| 1Y | +19.2% | +68.0% | -48.8% | +8.6% |
| 3Y | +66.0% | +273.0% | -207.0% | +30.8% |
| 5Y | +50.4% | -26.3% | +76.8% | +40.6% |
| All | +50.4% | -26.8% | +77.3% | +40.6% |
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 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