+689.1%
TWLO vs RMBS
+625.0%
+64.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +0.2% | +3.5% | -3.3% | -1.0% |
| 30D | -9.1% | -8.6% | -0.6% | -6.8% |
| 3M | +11.0% | -40.3% | +51.3% | +28.9% |
| 6M | +79.4% | -1.0% | +80.4% | +62.7% |
| YTD | +59.7% | -4.6% | +64.3% | +43.5% |
| 1Y | +112.3% | +17.6% | +94.8% | +68.6% |
| 3Y | +247.0% | +58.6% | +188.3% | +110.6% |
| 5Y | -35.6% | +270.9% | -306.5% | -77.3% |
| 10Y | +305.7% | +569.1% | -263.4% | -6.7% |
| All | +689.1% | +625.0% | +64.1% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling