+240.6%
TWLO vs ROP
-18.8%
+259.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.6% |
| 7D | +0.2% | -6.1% | +6.3% | +5.0% |
| 30D | -9.1% | -3.4% | -5.8% | -6.8% |
| 3M | +11.0% | +16.7% | -5.7% | -2.3% |
| 6M | +79.4% | +8.1% | +71.3% | +67.7% |
| YTD | +59.7% | -11.7% | +71.4% | +72.1% |
| 1Y | +112.3% | -24.2% | +136.6% | +156.8% |
| All | +240.6% | -18.8% | +259.3% | +272.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling