-47.6%
BMNR vs TWLO
+117.0%
-164.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.1% | +4.0% |
| 7D | +0.2% | -2.4% | +2.7% | +1.0% |
| 30D | +39.9% | -7.8% | +47.7% | +43.6% |
| 3M | +51.5% | +10.0% | +41.5% | +44.5% |
| 6M | +18.9% | +79.5% | -60.6% | -16.6% |
| YTD | -7.8% | +59.8% | -67.6% | -31.5% |
| 1Y | -47.6% | +121.7% | -169.3% | -70.3% |
| All | -47.6% | +117.0% | -164.6% | -70.3% |
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