+64.3%
TWLO vs RSG
+19.5%
+44.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | +0.1% |
| 7D | -15.9% | +5.1% | -21.0% | -14.9% |
| 30D | -29.0% | +15.3% | -44.4% | -28.2% |
| 3M | +10.0% | +18.6% | -8.5% | +11.0% |
| 6M | +12.6% | +19.5% | -7.0% | +14.1% |
| YTD | +50.1% | +17.2% | +32.9% | +54.9% |
| 1Y | +64.3% | +19.6% | +44.7% | +69.4% |
| All | +64.3% | +19.5% | +44.7% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling