+689.1%
TWLO vs BG
+169.8%
+519.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | -9.1% | +10.3% | -19.5% | -11.0% |
| 3M | +11.0% | -1.9% | +12.9% | +11.0% |
| 6M | +79.4% | +5.2% | +74.1% | +76.8% |
| YTD | +59.7% | +41.2% | +18.6% | +48.1% |
| 1Y | +112.3% | +50.5% | +61.8% | +93.5% |
| 3Y | +247.0% | +19.9% | +227.1% | +227.8% |
| 5Y | -35.6% | +86.7% | -122.3% | -47.9% |
| 10Y | +305.7% | +167.5% | +138.2% | +163.4% |
| All | +689.1% | +169.8% | +519.3% | +410.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling