+301.0%
TWLO vs RUN
+42.2%
+258.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.4% | -3.7% | +1.3% | -1.7% |
| 30D | -7.8% | -13.0% | +5.2% | -5.3% |
| 3M | +10.0% | -31.8% | +41.8% | +18.6% |
| 6M | +79.5% | -32.2% | +111.7% | +90.8% |
| YTD | +59.8% | -53.5% | +113.3% | +79.3% |
| 1Y | +121.7% | -46.5% | +168.2% | +137.3% |
| 3Y | +240.8% | -37.6% | +278.4% | +157.6% |
| 5Y | -33.6% | -80.9% | +47.3% | -35.2% |
| All | +301.0% | +42.2% | +258.8% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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