+55.3%
BE vs TWLO
+60.3%
-5.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.2% | -6.4% |
| 7D | -12.1% | -15.9% | +3.7% | -13.3% |
| 30D | -30.1% | -29.0% | -1.0% | -32.5% |
| 3M | -12.1% | +10.0% | -22.2% | -9.4% |
| 6M | -30.6% | +12.6% | -43.1% | -27.1% |
| YTD | +130.6% | +50.1% | +80.5% | +159.8% |
| 1Y | +55.3% | +64.3% | -9.0% | +63.5% |
| All | +55.3% | +60.3% | -5.0% | +63.5% |
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 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