+223.1%
RSP vs TWLO
+780.4%
-557.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +2.4% | +4.5% | -2.2% | +1.9% |
| 30D | +4.3% | -22.1% | +26.4% | +6.8% |
| 3M | -0.3% | -15.3% | +15.0% | +0.8% |
| 6M | +9.8% | +9.7% | +0.2% | +7.2% |
| YTD | +16.8% | +48.5% | -31.7% | +9.3% |
| 1Y | +19.5% | +70.3% | -50.8% | +9.9% |
| 3Y | +65.1% | +261.4% | -196.3% | +35.8% |
| 5Y | +48.7% | -30.6% | +79.3% | +38.9% |
| 10Y | +213.6% | +569.2% | -355.7% | +123.3% |
| All | +223.1% | +780.4% | -557.3% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling