+261.4%
TWLO vs BAX
-18.0%
+279.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | +4.5% | +0.1% | +4.5% | +4.6% |
| 30D | -22.1% | +4.1% | -26.2% | -22.4% |
| 3M | -15.3% | -4.5% | -10.8% | -15.1% |
| 6M | +9.7% | +49.2% | -39.6% | +6.0% |
| YTD | +48.5% | +35.2% | +13.2% | +43.3% |
| 1Y | +70.3% | +38.3% | +32.1% | +63.9% |
| 3Y | +261.4% | -19.0% | +280.5% | +265.4% |
| All | +261.4% | -18.0% | +279.4% | +265.4% |
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