+637.1%
TWLO vs BAH
+260.1%
+377.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | +5.6% | -2.6% | +8.2% | +6.5% |
| 30D | -24.6% | +20.4% | -45.0% | -30.0% |
| 3M | -14.0% | +11.9% | -25.8% | -18.1% |
| 6M | +10.1% | +17.1% | -7.1% | +2.7% |
| YTD | +49.2% | +5.5% | +43.7% | +43.1% |
| 1Y | +65.2% | +5.6% | +59.6% | +57.8% |
| 3Y | +260.7% | -26.5% | +287.2% | +267.0% |
| 5Y | -30.2% | +6.5% | -36.7% | -41.7% |
| 10Y | +572.4% | +203.0% | +369.4% | +214.0% |
| All | +637.1% | +260.1% | +377.0% | +170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling