+245.0%
TWLO vs ROIV
+253.6%
-8.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +18.8% | -21.8% | -6.3% |
| 7D | -1.2% | +20.2% | -21.4% | -4.7% |
| 30D | -6.4% | +14.1% | -20.5% | -8.9% |
| 3M | +6.3% | +45.6% | -39.3% | -1.1% |
| 6M | +76.4% | +44.1% | +32.3% | +63.4% |
| YTD | +58.8% | +91.2% | -32.3% | +37.1% |
| 1Y | +107.1% | +221.3% | -114.2% | +58.0% |
| 3Y | +245.0% | +229.2% | +15.8% | +143.8% |
| All | +245.0% | +253.6% | -8.6% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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