+64.3%
TWLO vs TROW
+17.3%
+47.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.0% | -6.1% | -2.5% |
| 7D | -15.9% | +8.2% | -24.1% | -18.3% |
| 30D | -29.0% | +8.3% | -37.4% | -31.1% |
| 3M | +10.0% | -1.6% | +11.6% | +10.5% |
| 6M | +12.6% | +11.9% | +0.7% | +5.2% |
| YTD | +50.1% | +14.3% | +35.8% | +35.7% |
| 1Y | +64.3% | +17.0% | +47.3% | +45.2% |
| All | +64.3% | +17.3% | +47.0% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling