+460.7%
BAC vs TWLO
+871.2%
-410.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.1% | +0.3% |
| 7D | +1.1% | -2.0% | +3.1% | +1.3% |
| 30D | -0.4% | +20.6% | -21.0% | -2.8% |
| 3M | +16.9% | -1.5% | +18.5% | +16.4% |
| 6M | +26.6% | +89.4% | -62.8% | +16.3% |
| YTD | +15.8% | +63.8% | -48.0% | +7.8% |
| 1Y | +27.2% | +119.7% | -92.6% | +14.0% |
| 3Y | +132.4% | +256.1% | -123.7% | +93.4% |
| 5Y | +72.6% | -36.6% | +109.1% | +62.3% |
| 10Y | +389.7% | +304.3% | +85.4% | +237.9% |
| All | +460.7% | +871.2% | -410.5% | +245.5% |
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