+240.8%
TWLO vs RNG
+119.8%
+121.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -2.4% | -6.1% | +3.7% | +0.2% |
| 30D | -7.8% | +9.6% | -17.4% | -11.5% |
| 3M | +10.0% | +83.3% | -73.3% | -17.5% |
| 6M | +79.5% | +77.9% | +1.5% | +37.5% |
| YTD | +59.8% | +139.9% | -80.1% | +4.3% |
| 1Y | +121.7% | +121.7% | 0.0% | +49.4% |
| 3Y | +240.8% | +121.9% | +118.9% | +119.5% |
| All | +240.8% | +119.8% | +121.0% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling