+220.2%
BKNG vs TWLO
+863.4%
-643.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -10.7% | -3.9% | -6.8% | -10.1% |
| 30D | -18.1% | -9.7% | -8.4% | -16.9% |
| 3M | +8.5% | +11.6% | -3.1% | +5.9% |
| 6M | -0.1% | +84.7% | -84.7% | -11.1% |
| YTD | -18.2% | +62.5% | -80.7% | -26.0% |
| 1Y | -19.9% | +121.7% | -141.6% | -31.3% |
| 3Y | +41.6% | +253.0% | -211.4% | +9.6% |
| 5Y | +93.1% | -32.5% | +125.6% | +78.3% |
| 10Y | +214.8% | +312.7% | -97.9% | +107.6% |
| All | +220.2% | +863.4% | -643.3% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling