+662.3%
TWLO vs RACE
+931.7%
-269.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.8% | -3.9% | +6.7% | +5.1% |
| 30D | -22.4% | +6.8% | -29.2% | -25.2% |
| 3M | -14.2% | +1.3% | -15.6% | -15.3% |
| 6M | +10.5% | +26.3% | -15.8% | -4.9% |
| YTD | +54.3% | +13.8% | +40.5% | +38.4% |
| 1Y | +68.0% | -0.5% | +68.5% | +63.2% |
| 3Y | +273.0% | +25.6% | +247.4% | +188.1% |
| 5Y | -26.3% | +67.6% | -94.0% | -54.1% |
| 10Y | +595.4% | +724.7% | -129.2% | +126.8% |
| All | +662.3% | +931.7% | -269.3% | +131.9% |
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