+240.8%
TWLO vs RMBS
+55.3%
+185.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -2.4% | +1.8% | -4.2% | -2.8% |
| 30D | -7.8% | -13.9% | +6.1% | -5.3% |
| 3M | +10.0% | -39.8% | +49.8% | +19.9% |
| 6M | +79.5% | -6.0% | +85.5% | +71.1% |
| YTD | +59.8% | -5.4% | +65.2% | +50.4% |
| 1Y | +121.7% | -1.8% | +123.5% | +103.3% |
| 3Y | +240.8% | +53.7% | +187.1% | +157.0% |
| All | +240.8% | +55.3% | +185.5% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 3y: compounded portfolio wealth divided by compounded RMBS 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…
3y analysis · Full analysis span regression · 6 months rolling