+356.4%
BAC vs TWLO
+780.4%
-424.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.2% | +4.5% | -1.3% | +2.7% |
| 30D | -0.7% | -22.1% | +21.4% | +1.6% |
| 3M | -20.0% | -15.3% | -4.7% | -19.1% |
| 6M | +3.4% | +9.7% | -6.2% | +0.9% |
| YTD | -5.7% | +48.5% | -54.2% | -11.8% |
| 1Y | -1.4% | +70.3% | -71.8% | -9.3% |
| 3Y | +97.9% | +261.4% | -163.5% | +63.6% |
| 5Y | +22.9% | -30.6% | +53.5% | +14.5% |
| 10Y | +235.3% | +569.2% | -333.9% | +124.1% |
| All | +356.4% | +780.4% | -424.0% | +182.6% |
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 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