+119.7%
TWLO vs TROW
+0.2%
+119.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | +20.6% | -4.5% | +25.1% | +23.1% |
| 3M | -1.5% | +3.9% | -5.4% | -5.1% |
| 6M | +89.4% | +22.6% | +66.9% | +65.5% |
| YTD | +63.8% | +10.1% | +53.7% | +49.2% |
| 1Y | +119.7% | +3.6% | +116.1% | +107.4% |
| All | +119.7% | +0.2% | +119.5% | +107.4% |
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