-35.2%
TWLO vs RACE
+93.6%
-128.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.0% |
| 7D | -2.0% | -2.5% | +0.5% | -0.5% |
| 30D | +20.6% | +0.8% | +19.8% | +19.9% |
| 3M | -1.5% | +17.2% | -18.7% | -11.2% |
| 6M | +89.4% | +13.6% | +75.8% | +72.2% |
| YTD | +63.8% | +12.2% | +51.6% | +48.1% |
| 1Y | +119.7% | -16.3% | +136.0% | +138.7% |
| 3Y | +256.1% | +36.4% | +219.7% | +123.0% |
| All | -35.2% | +93.6% | -128.8% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling