+225.3%
RSP vs TWLO
+814.9%
-589.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | +1.3% | -14.2% | +15.5% | +2.3% |
| 6M | +10.0% | +10.5% | -0.5% | +7.3% |
| YTD | +17.6% | +54.3% | -36.7% | +9.6% |
| 1Y | +19.2% | +68.0% | -48.8% | +9.9% |
| 3Y | +66.0% | +273.0% | -207.0% | +36.1% |
| 5Y | +50.4% | -26.3% | +76.8% | +39.7% |
| 10Y | +215.7% | +595.4% | -379.8% | +123.8% |
| All | +225.3% | +814.9% | -589.6% | +123.7% |
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 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