+661.1%
BX vs TWLO
+312.8%
+348.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.8% |
| 7D | -5.6% | -2.4% | -3.2% | -5.1% |
| 30D | -12.2% | -7.8% | -4.4% | -10.8% |
| 3M | +7.4% | +10.0% | -2.6% | +4.1% |
| 6M | +22.2% | +79.5% | -57.3% | +4.5% |
| YTD | -14.0% | +59.8% | -73.8% | -24.9% |
| 1Y | -27.3% | +121.7% | -149.0% | -41.7% |
| 3Y | +24.5% | +240.8% | -216.3% | -12.7% |
| 5Y | +18.9% | -33.6% | +52.5% | +5.3% |
| All | +661.1% | +312.8% | +348.3% | +371.4% |
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