+156.8%
BITO vs TWLO
+246.3%
-89.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -3.4% | -2.4% | -1.0% | -3.0% |
| 30D | +21.4% | -7.8% | +29.2% | +23.2% |
| 3M | +20.5% | +10.0% | +10.5% | +17.1% |
| 6M | +7.4% | +79.5% | -72.1% | -9.2% |
| YTD | -13.9% | +59.8% | -73.7% | -25.5% |
| 1Y | -35.1% | +121.7% | -156.7% | -48.4% |
| 3Y | +156.8% | +240.8% | -84.0% | +70.5% |
| All | +156.8% | +246.3% | -89.5% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling