+301.0%
TWLO vs RMD
+274.3%
+26.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -2.4% | -4.4% | +2.0% | -0.5% |
| 30D | -7.8% | -3.1% | -4.7% | -6.7% |
| 3M | +10.0% | +13.8% | -3.7% | +2.3% |
| 6M | +79.5% | -8.6% | +88.0% | +82.9% |
| YTD | +59.8% | -8.6% | +68.5% | +61.9% |
| 1Y | +121.7% | -19.7% | +141.4% | +138.4% |
| 3Y | +240.8% | +48.4% | +192.4% | +152.9% |
| 5Y | -33.6% | -22.7% | -10.9% | -31.4% |
| All | +301.0% | +274.3% | +26.7% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling