+702.8%
TWLO vs TROW
+114.4%
+588.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | -3.9% | -3.0% | -0.9% | -1.9% |
| 30D | -9.7% | -5.5% | -4.2% | -6.2% |
| 3M | +11.6% | +2.3% | +9.3% | +8.9% |
| 6M | +84.7% | +23.9% | +60.8% | +58.1% |
| YTD | +62.5% | +7.9% | +54.6% | +52.1% |
| 1Y | +121.7% | +6.1% | +115.6% | +109.6% |
| 3Y | +253.0% | +13.8% | +239.2% | +208.4% |
| 5Y | -32.5% | -38.2% | +5.7% | -14.6% |
| 10Y | +312.7% | +131.3% | +181.5% | +133.3% |
| All | +702.8% | +114.4% | +588.4% | +424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling