+120.2%
BKR vs TWLO
+312.8%
-192.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | -7.0% | -2.4% | -4.6% | -6.8% |
| 30D | -8.1% | -7.8% | -0.3% | -7.5% |
| 3M | -6.6% | +10.0% | -16.7% | -7.9% |
| 6M | +0.9% | +79.5% | -78.6% | -6.1% |
| YTD | +31.1% | +59.8% | -28.7% | +23.2% |
| 1Y | +27.7% | +121.7% | -94.0% | +15.5% |
| 3Y | +71.2% | +240.8% | -169.6% | +45.5% |
| 5Y | +177.6% | -33.6% | +211.2% | +165.1% |
| All | +120.2% | +312.8% | -192.6% | +51.5% |
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 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