+119.7%
TWLO vs BAH
-28.2%
+148.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.7% | -2.6% |
| 7D | -2.0% | -3.2% | +1.2% | -0.8% |
| 30D | +20.6% | +2.0% | +18.6% | +20.0% |
| 3M | -1.5% | -7.6% | +6.1% | +2.1% |
| 6M | +89.4% | -5.7% | +95.1% | +95.0% |
| YTD | +63.8% | -11.7% | +75.5% | +69.0% |
| 1Y | +119.7% | -27.4% | +147.1% | +119.3% |
| All | +119.7% | -28.2% | +148.0% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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