+360.5%
BE vs TWLO
+123.2%
+237.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.5% | +7.1% |
| 7D | +20.0% | -2.0% | +22.0% | +19.7% |
| 30D | +7.9% | +20.6% | -12.7% | +10.1% |
| 3M | -13.2% | -1.5% | -11.7% | -12.5% |
| 6M | +53.5% | +89.4% | -36.0% | +62.4% |
| YTD | +191.0% | +63.8% | +127.2% | +212.5% |
| 1Y | +360.5% | +119.7% | +240.8% | +409.3% |
| All | +360.5% | +123.2% | +237.3% | +409.3% |
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