+684.6%
TWLO vs RGEN
+616.8%
+67.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | -6.4% | +2.8% | -9.2% | -8.0% |
| 3M | +6.3% | +34.5% | -28.2% | -8.5% |
| 6M | +76.4% | +40.5% | +36.0% | +46.5% |
| YTD | +58.8% | +2.8% | +56.0% | +51.5% |
| 1Y | +107.1% | +39.6% | +67.5% | +69.8% |
| 3Y | +245.0% | +4.4% | +240.6% | +190.9% |
| 5Y | -36.0% | -42.8% | +6.8% | -31.7% |
| 10Y | +293.2% | +406.7% | -113.5% | +42.8% |
| All | +684.6% | +616.8% | +67.8% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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