+601.7%
TWLO vs RACE
+932.6%
-330.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.4% |
| 7D | -1.5% | +5.1% | -6.6% | -4.2% |
| 30D | -26.0% | +7.7% | -33.7% | -29.0% |
| 3M | +4.6% | +2.2% | +2.4% | +3.0% |
| 6M | +5.5% | +23.8% | -18.2% | -8.1% |
| YTD | +42.0% | +13.9% | +28.1% | +27.4% |
| 1Y | +58.5% | +3.8% | +54.7% | +50.0% |
| 3Y | +279.7% | +28.0% | +251.6% | +189.5% |
| 5Y | -35.0% | +64.9% | -99.9% | -59.1% |
| 10Y | +539.9% | +780.4% | -240.4% | +105.4% |
| All | +601.7% | +932.6% | -330.9% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling