+572.9%
TWLO vs BAH
+198.8%
+374.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.5% | +1.7% | +2.8% | +4.0% |
| 30D | -22.1% | +20.8% | -42.9% | -27.6% |
| 3M | -15.3% | +11.6% | -26.9% | -19.3% |
| 6M | +9.7% | +23.1% | -13.4% | +0.8% |
| YTD | +48.5% | +5.3% | +43.2% | +42.7% |
| 1Y | +70.3% | +6.1% | +64.2% | +62.6% |
| 3Y | +261.4% | -27.5% | +288.9% | +269.6% |
| 5Y | -30.6% | +6.2% | -36.8% | -41.7% |
| All | +572.9% | +198.8% | +374.1% | +241.7% |
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