+74.6%
BA vs TWLO
+298.6%
-224.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -11.3% | -9.1% | -2.2% | -10.1% |
| 3M | -3.8% | +11.0% | -14.8% | -6.2% |
| 6M | -8.3% | +79.4% | -87.6% | -18.7% |
| YTD | -4.9% | +59.7% | -64.7% | -14.4% |
| 1Y | -10.1% | +112.3% | -122.4% | -23.3% |
| 3Y | -2.3% | +247.0% | -249.3% | -25.8% |
| 5Y | -3.5% | -35.6% | +32.1% | -9.9% |
| 10Y | +74.6% | +305.7% | -231.1% | +12.2% |
| All | +74.6% | +298.6% | -224.0% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling