+134.1%
BKR vs TWLO
+863.4%
-729.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -6.8% |
| 7D | -6.7% | -3.9% | -2.8% | -6.3% |
| 30D | -8.3% | -9.7% | +1.3% | -7.6% |
| 3M | -5.4% | +11.6% | -17.0% | -6.9% |
| 6M | +0.8% | +84.7% | -83.9% | -6.3% |
| YTD | +31.8% | +62.5% | -30.6% | +23.7% |
| 1Y | +28.6% | +121.7% | -93.1% | +16.4% |
| 3Y | +71.2% | +253.0% | -181.8% | +45.2% |
| 5Y | +179.2% | -32.5% | +211.7% | +166.2% |
| 10Y | +124.0% | +312.7% | -188.8% | +56.6% |
| All | +134.1% | +863.4% | -729.3% | +50.0% |
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