+240.8%
TWLO vs BBY
+42.8%
+198.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.4% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -7.8% | +9.4% | -17.2% | -10.1% |
| 3M | +10.0% | +19.3% | -9.3% | +4.6% |
| 6M | +79.5% | +47.9% | +31.6% | +58.7% |
| YTD | +59.8% | +39.6% | +20.3% | +43.2% |
| 1Y | +121.7% | +22.2% | +99.5% | +106.8% |
| 3Y | +240.8% | +45.0% | +195.8% | +171.4% |
| All | +240.8% | +42.8% | +198.0% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling