+27.5%
BAC vs TWLO
+115.0%
-87.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -0.3% | -3.9% | +3.6% | -0.1% |
| 30D | -1.8% | -9.7% | +7.9% | -1.5% |
| 3M | +15.3% | +11.6% | +3.7% | +14.7% |
| 6M | +30.2% | +84.7% | -54.5% | +24.6% |
| YTD | +15.6% | +62.5% | -46.9% | +10.8% |
| 1Y | +27.5% | +121.7% | -94.3% | +19.9% |
| All | +27.5% | +115.0% | -87.5% | +19.9% |
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