+392.9%
BAC vs TWLO
+312.8%
+80.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -2.8% | -7.8% | +5.0% | -2.0% |
| 3M | +14.2% | +10.0% | +4.2% | +12.4% |
| 6M | +30.5% | +79.5% | -48.9% | +20.7% |
| YTD | +15.8% | +59.8% | -44.0% | +8.1% |
| 1Y | +26.2% | +121.7% | -95.5% | +13.0% |
| 3Y | +136.5% | +240.8% | -104.3% | +97.8% |
| 5Y | +75.9% | -33.6% | +109.5% | +64.5% |
| All | +392.9% | +312.8% | +80.1% | +226.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling