+684.6%
TWLO vs RUN
+56.8%
+627.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.8% | -3.9% |
| 7D | -1.2% | +10.2% | -11.4% | -3.5% |
| 30D | -6.4% | -9.6% | +3.2% | -4.6% |
| 3M | +6.3% | -31.5% | +37.8% | +14.5% |
| 6M | +76.4% | -18.7% | +95.1% | +79.9% |
| YTD | +58.8% | -49.9% | +108.7% | +75.6% |
| 1Y | +107.1% | -45.5% | +152.6% | +121.1% |
| 3Y | +245.0% | -34.1% | +279.1% | +156.4% |
| 5Y | -36.0% | -79.4% | +43.5% | -38.6% |
| 10Y | +293.2% | +48.9% | +244.2% | +62.0% |
| All | +684.6% | +56.8% | +627.8% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling