+23.3%
BA vs TWLO
+566.1%
-542.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -1.1% | +4.5% | -5.6% | -1.8% |
| 30D | -7.1% | -22.1% | +15.0% | -3.7% |
| 3M | -25.5% | -15.3% | -10.2% | -24.2% |
| 6M | -28.7% | +9.7% | -38.4% | -31.4% |
| YTD | -21.0% | +48.5% | -69.5% | -28.8% |
| 1Y | -11.9% | +70.3% | -82.2% | -22.5% |
| 3Y | -16.2% | +261.4% | -277.6% | -37.7% |
| 5Y | -22.4% | -30.6% | +8.2% | -28.5% |
| All | +23.3% | +566.1% | -542.7% | -23.1% |
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