+637.1%
TWLO vs BIL
+26.1%
+610.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +5.6% | +0.1% | +5.5% | +6.0% |
| 30D | -24.6% | +0.3% | -25.0% | -23.4% |
| 3M | -14.0% | +0.9% | -14.9% | -10.0% |
| 6M | +10.1% | +1.8% | +8.2% | +20.8% |
| YTD | +49.2% | +3.1% | +46.0% | +76.6% |
| 1Y | +65.2% | +3.7% | +61.6% | +101.9% |
| 3Y | +260.7% | +13.8% | +246.9% | +741.4% |
| 5Y | -30.2% | +20.2% | -50.5% | +133.9% |
| 10Y | +572.4% | +26.1% | +546.3% | +2,755.4% |
| All | +637.1% | +26.1% | +610.9% | +3,088.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling