-13.6%
BKNG vs TWLO
+60.3%
-73.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +10.0% | +9.8% |
| 7D | +15.6% | -15.9% | +31.4% | +17.2% |
| 30D | +8.0% | -29.0% | +37.0% | +11.1% |
| 3M | -11.8% | +10.0% | -21.8% | -14.6% |
| 6M | +3.8% | +12.6% | -8.8% | -0.8% |
| YTD | -19.6% | +50.1% | -69.7% | -30.0% |
| 1Y | -13.6% | +64.3% | -77.9% | -28.3% |
| All | -13.6% | +60.3% | -73.9% | -28.3% |
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