-32.5%
TWLO vs ROST
+107.5%
-140.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.9% | -2.5% | -1.4% | -2.6% |
| 30D | -9.7% | -10.3% | +0.6% | -4.4% |
| 3M | +11.6% | -2.6% | +14.2% | +12.3% |
| 6M | +84.7% | +6.5% | +78.1% | +74.9% |
| YTD | +62.5% | +25.9% | +36.6% | +38.0% |
| 1Y | +121.7% | +52.3% | +69.4% | +67.0% |
| 3Y | +253.0% | +94.6% | +158.4% | +120.6% |
| 5Y | -32.5% | +111.1% | -143.6% | -63.7% |
| All | -32.5% | +107.5% | -140.0% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling