-1.8%
BA vs TWLO
+259.3%
-261.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.2% |
| 7D | +1.2% | -2.0% | +3.2% | +1.4% |
| 30D | -11.6% | +20.6% | -32.2% | -14.3% |
| 3M | -2.4% | -1.5% | -0.8% | -2.7% |
| 6M | -6.6% | +89.4% | -96.1% | -17.6% |
| YTD | -2.2% | +63.8% | -66.0% | -11.8% |
| 1Y | -8.0% | +119.7% | -127.7% | -22.0% |
| All | -1.8% | +259.3% | -261.0% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling