+684.6%
TWLO vs BAX
-35.7%
+720.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.7% | -1.9% |
| 7D | -1.2% | -2.4% | +1.2% | -0.5% |
| 30D | -6.4% | -9.7% | +3.4% | -3.5% |
| 3M | +6.3% | +29.3% | -23.0% | -2.4% |
| 6M | +76.4% | +40.7% | +35.8% | +56.7% |
| YTD | +58.8% | +30.3% | +28.5% | +42.1% |
| 1Y | +107.1% | +3.4% | +103.7% | +99.0% |
| 3Y | +245.0% | -32.0% | +277.0% | +272.1% |
| 5Y | -36.0% | -66.9% | +30.9% | -2.3% |
| 10Y | +293.2% | -37.1% | +330.3% | +244.7% |
| All | +684.6% | -35.7% | +720.3% | +577.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling