+26.5%
BAC vs TWLO
+123.2%
-96.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | +0.6% | -2.0% | +2.6% | +0.6% |
| 30D | -0.9% | +20.6% | -21.5% | -1.6% |
| 3M | +16.3% | -1.5% | +17.9% | +16.4% |
| 6M | +26.0% | +89.4% | -63.5% | +20.7% |
| YTD | +15.2% | +63.8% | -48.6% | +10.5% |
| 1Y | +26.5% | +119.7% | -93.2% | +19.7% |
| All | +26.5% | +123.2% | -96.7% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling