-32.3%
TWLO vs RUN
-81.0%
+48.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 3M | +10.0% | -31.8% | +41.8% | +17.7% |
| 6M | +79.5% | -32.2% | +111.7% | +89.7% |
| YTD | +59.8% | -53.5% | +113.3% | +77.5% |
| 1Y | +121.7% | -46.5% | +168.2% | +135.9% |
| 3Y | +240.8% | -37.6% | +278.4% | +154.8% |
| All | -32.3% | -81.0% | +48.6% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling