+64.3%
TWLO vs RNG
+179.4%
-115.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -15.9% | -9.6% | -6.3% | -12.0% |
| 30D | -29.0% | -1.4% | -27.7% | -28.3% |
| 3M | +10.0% | +28.8% | -18.7% | +0.7% |
| 6M | +12.6% | +65.6% | -53.0% | -7.9% |
| YTD | +50.1% | +171.4% | -121.3% | +2.2% |
| 1Y | +64.3% | +185.3% | -121.1% | +5.4% |
| All | +64.3% | +179.4% | -115.2% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling