+1,003.0%
BE vs TWLO
+266.2%
+736.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.6% | +8.3% | +7.2% |
| 7D | +9.0% | -2.4% | +11.5% | +9.8% |
| 30D | +16.3% | -7.8% | +24.1% | +19.0% |
| 3M | +10.8% | +10.0% | +0.8% | +3.8% |
| 6M | +73.2% | +79.5% | -6.3% | +29.4% |
| YTD | +217.4% | +59.8% | +157.5% | +143.1% |
| 1Y | +309.8% | +121.7% | +188.1% | +171.5% |
| 3Y | +1,726.2% | +240.8% | +1,485.4% | +855.7% |
| 5Y | +1,306.2% | -33.6% | +1,339.8% | +1,159.5% |
| All | +1,003.0% | +266.2% | +736.8% | +499.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling