-30.2%
TWLO vs ROP
+2.3%
-32.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +5.6% | -2.7% | +8.3% | +7.7% |
| 30D | -24.6% | +29.7% | -54.4% | -40.3% |
| 3M | -14.0% | +21.2% | -35.2% | -28.0% |
| 6M | +10.1% | +48.3% | -38.2% | -24.0% |
| YTD | +49.2% | +8.4% | +40.8% | +36.2% |
| 1Y | +65.2% | +6.0% | +59.2% | +54.1% |
| 3Y | +260.7% | -5.6% | +266.3% | +264.3% |
| 5Y | -30.2% | +1.3% | -31.5% | -42.1% |
| All | -30.2% | +2.3% | -32.6% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling