+280.0%
RTX vs TWLO
+319.6%
-39.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -2.0% | -3.9% | +1.9% | -1.7% |
| 30D | -11.2% | -9.7% | -1.5% | -10.5% |
| 3M | +12.0% | +11.6% | +0.4% | +10.7% |
| 6M | -3.6% | +84.7% | -88.3% | -9.3% |
| YTD | +9.2% | +62.5% | -53.3% | +3.6% |
| 1Y | +29.7% | +121.7% | -92.0% | +19.4% |
| 3Y | +152.0% | +253.0% | -101.0% | +118.6% |
| 5Y | +165.8% | -32.5% | +198.2% | +157.4% |
| All | +280.0% | +319.6% | -39.6% | +189.0% |
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