+64.3%
TWLO vs RJF
+7.8%
+56.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.5% | -1.0% |
| 7D | -15.9% | +7.2% | -23.0% | -16.9% |
| 30D | -29.0% | +4.9% | -34.0% | -29.6% |
| 3M | +10.0% | -5.5% | +15.6% | +11.6% |
| 6M | +12.6% | +8.0% | +4.6% | +9.2% |
| YTD | +50.1% | +6.2% | +43.9% | +43.5% |
| 1Y | +64.3% | +7.8% | +56.5% | +56.3% |
| All | +64.3% | +7.8% | +56.5% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling