+240.6%
TWLO vs BAH
-31.4%
+272.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | -9.1% | -6.6% | -2.5% | -7.8% |
| 3M | +11.0% | -7.2% | +18.1% | +12.7% |
| 6M | +79.4% | -10.0% | +89.4% | +83.2% |
| YTD | +59.7% | -12.5% | +72.2% | +63.2% |
| 1Y | +112.3% | -27.9% | +140.2% | +120.0% |
| All | +240.6% | -31.4% | +272.0% | +227.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling