+267.4%
RTX vs TWLO
+566.1%
-298.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +4.8% | +4.5% | +0.2% | +4.4% |
| 30D | +6.5% | -22.1% | +28.6% | +8.3% |
| 3M | -9.6% | -15.3% | +5.7% | -9.0% |
| 6M | +12.3% | +9.7% | +2.7% | +10.2% |
| YTD | +9.5% | +48.5% | -39.0% | +4.0% |
| 1Y | +15.8% | +70.3% | -54.5% | +8.6% |
| 3Y | +157.0% | +261.4% | -104.4% | +120.6% |
| 5Y | +148.8% | -30.6% | +179.4% | +139.7% |
| All | +267.4% | +566.1% | -298.7% | +170.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling