-54.1%
BMNR vs TWLO
+54.0%
-108.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -5.9% | -6.7% | -10.7% |
| 7D | -12.3% | -16.9% | +4.6% | -7.2% |
| 30D | -27.5% | -28.3% | +0.9% | -20.0% |
| 3M | +3.1% | +4.0% | -0.9% | +1.9% |
| 6M | -17.7% | +2.8% | -20.5% | -19.4% |
| YTD | -30.0% | +41.3% | -71.3% | -43.2% |
| 1Y | -54.1% | +52.9% | -107.0% | -66.6% |
| All | -54.1% | +54.0% | -108.1% | -66.6% |
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