+307.6%
TWLO vs ROP
+135.7%
+172.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | -3.9% | -8.0% | +4.1% | +2.5% |
| 30D | -9.7% | -2.7% | -7.0% | -7.8% |
| 3M | +11.6% | +16.6% | -5.0% | -2.2% |
| 6M | +84.7% | +10.4% | +74.3% | +69.8% |
| YTD | +62.5% | -12.1% | +74.6% | +77.2% |
| 1Y | +121.7% | -23.6% | +145.3% | +169.3% |
| 3Y | +253.0% | -19.3% | +272.3% | +308.4% |
| 5Y | -32.5% | -15.4% | -17.1% | -25.0% |
| All | +307.6% | +135.7% | +172.0% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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