+576.0%
TWLO vs BIL
+26.1%
+550.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +5.6% | +0.1% | +5.5% | +5.9% |
| 30D | -24.6% | +0.3% | -25.0% | -23.7% |
| 3M | -14.0% | +0.9% | -14.9% | -11.0% |
| 6M | +10.1% | +1.8% | +8.2% | +17.9% |
| YTD | +49.2% | +3.1% | +46.0% | +69.6% |
| 1Y | +65.2% | +3.7% | +61.6% | +92.6% |
| 3Y | +260.7% | +13.8% | +246.9% | +598.7% |
| 5Y | -30.2% | +20.2% | -50.5% | +71.3% |
| All | +576.0% | +26.1% | +550.0% | +1,424.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling