+172.7%
RTX vs TWLO
+246.1%
-73.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -11.6% | -9.1% | -2.4% | -11.2% |
| 3M | +9.2% | +11.0% | -1.8% | +8.5% |
| 6M | -4.4% | +79.4% | -83.8% | -8.0% |
| YTD | +8.9% | +59.7% | -50.8% | +5.6% |
| 1Y | +32.1% | +112.3% | -80.2% | +24.7% |
| All | +172.7% | +246.1% | -73.3% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling