-30.2%
TWLO vs BAH
+7.8%
-38.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | +5.6% | -2.6% | +8.2% | +6.2% |
| 30D | -24.6% | +20.4% | -45.0% | -28.5% |
| 3M | -14.0% | +11.9% | -25.8% | -16.9% |
| 6M | +10.1% | +17.1% | -7.1% | +5.0% |
| YTD | +49.2% | +5.5% | +43.7% | +45.0% |
| 1Y | +65.2% | +5.6% | +59.6% | +60.2% |
| 3Y | +260.7% | -26.5% | +287.2% | +254.0% |
| 5Y | -30.2% | +6.5% | -36.7% | -43.0% |
| All | -30.2% | +7.8% | -38.0% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling