-10.6%
BA vs TWLO
+60.3%
-70.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.1% |
| 7D | +5.9% | -15.9% | +21.8% | +6.6% |
| 30D | -8.2% | -29.0% | +20.9% | -7.0% |
| 3M | -25.4% | +10.0% | -35.4% | -25.8% |
| 6M | -20.0% | +12.6% | -32.6% | -20.7% |
| YTD | -18.5% | +50.1% | -68.6% | -22.6% |
| 1Y | -10.6% | +64.3% | -74.9% | -17.8% |
| All | -10.6% | +60.3% | -70.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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