+709.2%
TWLO vs BIL
+25.3%
+683.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.0% |
| 7D | -2.0% | +0.1% | -2.1% | -1.6% |
| 30D | +20.6% | +0.3% | +20.2% | +22.4% |
| 3M | -1.5% | +0.9% | -2.5% | +3.3% |
| 6M | +89.4% | +1.8% | +87.6% | +108.9% |
| YTD | +63.8% | +2.4% | +61.3% | +87.4% |
| 1Y | +119.7% | +3.7% | +116.0% | +172.4% |
| 3Y | +256.1% | +14.2% | +242.0% | +764.0% |
| 5Y | -36.6% | +19.4% | -56.0% | +105.5% |
| 10Y | +304.3% | +25.2% | +279.1% | +1,543.8% |
| All | +709.2% | +25.3% | +683.9% | +3,282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded BIL 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling