+301.0%
TWLO vs ROST
+317.9%
-16.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -4.0% | -2.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -7.8% | -6.9% | -0.9% | -5.1% |
| 3M | +10.0% | -3.3% | +13.3% | +11.0% |
| 6M | +79.5% | +9.0% | +70.4% | +70.7% |
| YTD | +59.8% | +28.9% | +31.0% | +40.4% |
| 1Y | +121.7% | +54.0% | +67.7% | +79.6% |
| 3Y | +240.8% | +100.7% | +140.1% | +142.5% |
| 5Y | -33.6% | +116.0% | -149.6% | -55.5% |
| All | +301.0% | +317.9% | -16.9% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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