+702.8%
TWLO vs BBY
+316.0%
+386.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -3.9% | +0.7% | -4.6% | -4.2% |
| 30D | -9.7% | +5.8% | -15.5% | -12.0% |
| 3M | +11.6% | +18.0% | -6.4% | +4.0% |
| 6M | +84.7% | +39.8% | +44.8% | +58.9% |
| YTD | +62.5% | +35.4% | +27.1% | +40.7% |
| 1Y | +121.7% | +21.4% | +100.3% | +99.6% |
| 3Y | +253.0% | +39.5% | +213.4% | +185.7% |
| 5Y | -32.5% | -0.5% | -32.0% | -39.1% |
| 10Y | +312.7% | +240.0% | +72.7% | +211.7% |
| All | +702.8% | +316.0% | +386.8% | +494.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling