+264.1%
TWLO vs BIL
+13.4%
+250.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.6% |
| 30D | -26.0% | 0.0% | -26.0% | -26.0% |
| 3M | -14.3% | +0.6% | -14.9% | -12.0% |
| 6M | +6.2% | +1.5% | +4.7% | +14.8% |
| YTD | +50.6% | +2.8% | +47.8% | +77.0% |
| 1Y | +64.0% | +3.3% | +60.7% | +101.1% |
| 3Y | +264.1% | +13.4% | +250.6% | +1,184.8% |
| All | +264.1% | +13.4% | +250.6% | +1,184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling