+64.3%
TWLO vs BG
+7.2%
+57.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +0.1% |
| 7D | -15.9% | -3.8% | -12.1% | -16.1% |
| 30D | -29.0% | -9.6% | -19.4% | -29.6% |
| 3M | +10.0% | -8.5% | +18.6% | +8.3% |
| 6M | +12.6% | -23.0% | +35.6% | +10.8% |
| YTD | +50.1% | +10.9% | +39.2% | +62.1% |
| 1Y | +64.3% | +6.0% | +58.3% | +79.8% |
| All | +64.3% | +7.2% | +57.1% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling