-0.9%
BA vs TWLO
-36.3%
+35.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.4% |
| 7D | +1.2% | -2.0% | +3.2% | +1.5% |
| 30D | -11.6% | +20.6% | -32.2% | -15.0% |
| 3M | -2.4% | -1.5% | -0.8% | -2.9% |
| 6M | -6.6% | +89.4% | -96.1% | -19.0% |
| YTD | -2.2% | +63.8% | -66.0% | -13.2% |
| 1Y | -8.0% | +119.7% | -127.7% | -23.4% |
| 3Y | -5.0% | +256.1% | -261.1% | -30.7% |
| All | -0.9% | -36.3% | +35.4% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling