+26.6%
BA vs TWLO
+546.4%
-519.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | 0.0% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -8.9% | -26.0% | +17.1% | -4.8% |
| 3M | -25.5% | -14.3% | -11.2% | -24.4% |
| 6M | -27.0% | +6.2% | -33.2% | -29.3% |
| YTD | -20.1% | +50.6% | -70.7% | -28.2% |
| 1Y | -11.0% | +64.0% | -75.0% | -21.2% |
| 3Y | -11.8% | +264.1% | -275.9% | -34.6% |
| 5Y | -20.6% | -27.9% | +7.3% | -27.3% |
| 10Y | +26.6% | +580.0% | -553.4% | -21.2% |
| All | +26.6% | +546.4% | -519.8% | -21.2% |
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