+301.0%
TWLO vs BBY
+252.7%
+48.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.8% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -7.8% | +9.4% | -17.2% | -11.4% |
| 3M | +10.0% | +19.3% | -9.3% | +1.8% |
| 6M | +79.5% | +47.9% | +31.6% | +50.2% |
| YTD | +59.8% | +39.6% | +20.3% | +36.0% |
| 1Y | +121.7% | +22.2% | +99.5% | +98.3% |
| 3Y | +240.8% | +45.0% | +195.8% | +168.8% |
| 5Y | -33.6% | +2.6% | -36.2% | -41.1% |
| All | +301.0% | +252.7% | +48.3% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling