+28.4%
RTX vs TWLO
+123.2%
-94.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | -0.7% |
| 7D | -5.2% | -2.0% | -3.1% | -5.2% |
| 30D | -9.4% | +20.6% | -30.0% | -9.0% |
| 3M | +12.3% | -1.5% | +13.8% | +12.2% |
| 6M | -3.1% | +89.4% | -92.6% | -2.4% |
| YTD | +10.7% | +63.8% | -53.1% | +12.4% |
| 1Y | +28.4% | +119.7% | -91.3% | +28.4% |
| All | +28.4% | +123.2% | -94.8% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling