+21.5%
BX vs TWLO
+252.1%
-230.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.6% | -3.2% |
| 7D | -8.9% | -3.9% | -5.0% | -8.2% |
| 30D | -14.8% | -9.7% | -5.1% | -13.1% |
| 3M | +6.9% | +11.6% | -4.7% | +3.6% |
| 6M | +16.3% | +84.7% | -68.4% | -1.7% |
| YTD | -16.1% | +62.5% | -78.6% | -27.2% |
| 1Y | -26.8% | +121.7% | -148.5% | -42.2% |
| All | +21.5% | +252.1% | -230.5% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling