-32.3%
TWLO vs BG
+81.8%
-114.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.6% |
| 7D | -2.4% | +3.1% | -5.5% | -2.6% |
| 30D | -7.8% | +10.2% | -18.0% | -8.3% |
| 3M | +10.0% | -1.7% | +11.7% | +10.1% |
| 6M | +79.5% | +1.0% | +78.5% | +79.3% |
| YTD | +59.8% | +39.9% | +19.9% | +57.0% |
| 1Y | +121.7% | +53.2% | +68.5% | +116.1% |
| 3Y | +240.8% | +16.3% | +224.5% | +238.5% |
| All | -32.3% | +81.8% | -114.1% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling