+307.6%
TWLO vs BAH
+207.1%
+100.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.1% | 0.0% |
| 7D | -3.9% | +2.4% | -6.3% | -4.7% |
| 30D | -9.7% | -2.9% | -6.7% | -8.8% |
| 3M | +11.6% | -1.3% | +12.9% | +11.7% |
| 6M | +84.7% | -0.9% | +85.6% | +84.4% |
| YTD | +62.5% | -8.2% | +70.7% | +65.3% |
| 1Y | +121.7% | -24.0% | +145.7% | +138.8% |
| 3Y | +253.0% | -28.1% | +281.1% | +259.6% |
| 5Y | -32.5% | +2.5% | -35.0% | -42.8% |
| All | +307.6% | +207.1% | +100.6% | +131.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling