+689.1%
TWLO vs RJF
+470.8%
+218.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +0.2% | -0.3% | +0.5% | +0.4% |
| 30D | -9.1% | -2.0% | -7.1% | -8.2% |
| 3M | +11.0% | +16.3% | -5.3% | +2.7% |
| 6M | +79.4% | +16.9% | +62.5% | +65.3% |
| YTD | +59.7% | +10.4% | +49.3% | +50.4% |
| 1Y | +112.3% | +7.4% | +104.9% | +102.1% |
| 3Y | +247.0% | +72.2% | +174.7% | +159.7% |
| 5Y | -35.6% | +105.1% | -140.7% | -55.3% |
| 10Y | +305.7% | +430.9% | -125.2% | +56.3% |
| All | +689.1% | +470.8% | +218.4% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling