+305.7%
TWLO vs RY
+372.5%
-66.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.2% |
| 7D | +0.2% | -0.5% | +0.7% | +0.6% |
| 30D | -9.1% | -1.9% | -7.3% | -8.1% |
| 3M | +11.0% | +5.1% | +5.9% | +7.1% |
| 6M | +79.4% | +28.2% | +51.2% | +51.9% |
| YTD | +59.7% | +22.9% | +36.9% | +38.7% |
| 1Y | +112.3% | +45.5% | +66.8% | +65.0% |
| 3Y | +247.0% | +156.7% | +90.3% | +85.4% |
| 5Y | -35.6% | +137.7% | -173.3% | -63.4% |
| 10Y | +305.7% | +375.5% | -69.8% | +72.0% |
| All | +305.7% | +372.5% | -66.9% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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