+246.5%
TWLO vs BAX
-34.3%
+280.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -3.9% | -5.4% | +1.5% | -3.4% |
| 30D | -9.7% | -12.4% | +2.7% | -8.6% |
| 3M | +11.6% | +19.1% | -7.5% | +10.0% |
| 6M | +84.7% | +38.6% | +46.1% | +79.2% |
| YTD | +62.5% | +26.7% | +35.8% | +57.8% |
| 1Y | +121.7% | +1.0% | +120.7% | +121.7% |
| All | +246.5% | -34.3% | +280.8% | +255.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling