+64.3%
TWLO vs BAX
+46.0%
+18.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.5% |
| 7D | -15.9% | +4.1% | -20.0% | -16.4% |
| 30D | -29.0% | +9.4% | -38.5% | -29.6% |
| 3M | +10.0% | -6.5% | +16.5% | +9.4% |
| 6M | +12.6% | +59.6% | -47.0% | +12.5% |
| YTD | +50.1% | +38.9% | +11.2% | +47.1% |
| 1Y | +64.3% | +48.0% | +16.3% | +59.2% |
| All | +64.3% | +46.0% | +18.2% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling