+689.7%
TWLO vs RSG
+426.7%
+263.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -7.8% | +4.0% | -11.8% | -9.7% |
| 3M | +10.0% | +7.4% | +2.7% | +6.0% |
| 6M | +79.5% | +0.1% | +79.4% | +78.3% |
| YTD | +59.8% | +6.0% | +53.8% | +53.9% |
| 1Y | +121.7% | -3.0% | +124.6% | +122.9% |
| 3Y | +240.8% | +56.5% | +184.3% | +153.7% |
| 5Y | -33.6% | +90.9% | -124.5% | -56.6% |
| 10Y | +306.0% | +428.7% | -122.7% | +27.8% |
| All | +689.7% | +426.7% | +263.0% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling