+41.4%
BA vs TWLO
+761.4%
-719.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.9% |
| 7D | -1.7% | -0.5% | -1.3% | -1.7% |
| 30D | -9.5% | -28.6% | +19.2% | -5.0% |
| 3M | -26.5% | -14.4% | -12.1% | -25.4% |
| 6M | -27.4% | +2.4% | -29.8% | -29.2% |
| YTD | -20.6% | +45.3% | -65.9% | -27.8% |
| 1Y | -11.4% | +61.8% | -73.3% | -20.9% |
| 3Y | -10.8% | +269.0% | -279.8% | -32.9% |
| 5Y | -21.9% | -33.5% | +11.5% | -27.6% |
| 10Y | +28.1% | +549.6% | -521.5% | -16.5% |
| All | +41.4% | +761.4% | -719.9% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling