-35.6%
TWLO vs RBA
+39.8%
-75.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +0.2% | -1.9% | +2.1% | +0.9% |
| 30D | -9.1% | -13.0% | +3.8% | -4.9% |
| 3M | +11.0% | -23.1% | +34.1% | +20.1% |
| 6M | +79.4% | -22.6% | +102.0% | +93.1% |
| YTD | +59.7% | -20.4% | +80.1% | +69.6% |
| 1Y | +112.3% | -29.6% | +141.9% | +135.2% |
| 3Y | +247.0% | +26.6% | +220.4% | +199.5% |
| 5Y | -35.6% | +38.2% | -73.7% | -49.9% |
| All | -35.6% | +39.8% | -75.4% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling