+307.6%
TWLO vs RBA
+195.3%
+112.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -3.9% | -3.3% | -0.6% | -2.6% |
| 30D | -9.7% | -9.8% | +0.1% | -6.0% |
| 3M | +11.6% | -23.5% | +35.1% | +22.7% |
| 6M | +84.7% | -21.5% | +106.2% | +100.3% |
| YTD | +62.5% | -21.2% | +83.7% | +75.0% |
| 1Y | +121.7% | -30.2% | +151.9% | +150.1% |
| 3Y | +253.0% | +25.3% | +227.7% | +203.5% |
| 5Y | -32.5% | +35.1% | -67.6% | -45.5% |
| All | +307.6% | +195.3% | +112.4% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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