+74.2%
BA vs TWLO
+871.2%
-797.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.3% |
| 7D | +1.2% | -2.0% | +3.2% | +1.4% |
| 30D | -11.6% | +20.6% | -32.2% | -14.7% |
| 3M | -2.4% | -1.5% | -0.8% | -2.9% |
| 6M | -6.6% | +89.4% | -96.1% | -17.7% |
| YTD | -2.2% | +63.8% | -66.0% | -12.1% |
| 1Y | -8.0% | +119.7% | -127.7% | -21.6% |
| 3Y | -5.0% | +256.1% | -261.1% | -27.5% |
| 5Y | -2.7% | -36.6% | +33.8% | -9.0% |
| 10Y | +75.9% | +304.3% | -228.5% | +17.0% |
| All | +74.2% | +871.2% | -797.0% | +9.1% |
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 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