+73.1%
BAC vs TWLO
-35.1%
+108.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | -1.4% | -9.1% | +7.8% | -0.4% |
| 3M | +15.7% | +11.0% | +4.8% | +13.6% |
| 6M | +32.2% | +79.4% | -47.2% | +20.6% |
| YTD | +15.8% | +59.7% | -44.0% | +6.9% |
| 1Y | +27.3% | +112.3% | -85.1% | +12.4% |
| 3Y | +137.5% | +247.0% | -109.5% | +90.6% |
| 5Y | +73.1% | -35.6% | +108.6% | +53.9% |
| All | +73.1% | -35.1% | +108.1% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling