+240.8%
TWLO vs TROW
+11.3%
+229.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.0% |
| 7D | -2.4% | -3.2% | +0.8% | -0.7% |
| 30D | -7.8% | -4.6% | -3.2% | -5.4% |
| 3M | +10.0% | -0.7% | +10.7% | +9.3% |
| 6M | +79.5% | +22.2% | +57.3% | +57.8% |
| YTD | +59.8% | +6.6% | +53.2% | +51.3% |
| 1Y | +121.7% | +5.8% | +115.8% | +110.7% |
| 3Y | +240.8% | +11.6% | +229.2% | +189.0% |
| All | +240.8% | +11.3% | +229.5% | +189.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling