+240.6%
TWLO vs RMD
+51.0%
+189.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.2% | -4.7% | +4.9% | +0.9% |
| 30D | -9.1% | +0.2% | -9.4% | -9.2% |
| 3M | +11.0% | +12.0% | -1.0% | +8.0% |
| 6M | +79.4% | -12.5% | +91.9% | +85.0% |
| YTD | +59.7% | -7.9% | +67.7% | +61.8% |
| 1Y | +112.3% | -20.4% | +132.7% | +124.4% |
| All | +240.6% | +51.0% | +189.5% | +195.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling