+717.6%
BX vs TWLO
+841.6%
-124.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.0% |
| 7D | -2.0% | -1.2% | -0.8% | -1.8% |
| 30D | -2.3% | -6.4% | +4.1% | -1.0% |
| 3M | +18.5% | +6.3% | +12.2% | +15.9% |
| 6M | +23.7% | +76.4% | -52.7% | +6.8% |
| YTD | -10.4% | +58.8% | -69.2% | -21.2% |
| 1Y | -19.6% | +107.1% | -126.6% | -34.0% |
| 3Y | +30.8% | +245.0% | -214.2% | -7.2% |
| 5Y | +24.3% | -36.0% | +60.3% | +11.1% |
| 10Y | +679.5% | +293.2% | +386.3% | +407.0% |
| All | +717.6% | +841.6% | -124.0% | +392.0% |
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