+119.7%
TWLO vs BIYA
-98.3%
+218.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -3.1% |
| 7D | -2.0% | +1.3% | -3.4% | -2.0% |
| 30D | +20.6% | -21.0% | +41.6% | +20.6% |
| 3M | -1.5% | -74.3% | +72.8% | -2.2% |
| 6M | +89.4% | -84.6% | +174.1% | +87.2% |
| YTD | +63.8% | -94.2% | +158.0% | +60.4% |
| 1Y | +119.7% | -98.2% | +218.0% | +137.2% |
| All | +119.7% | -98.3% | +218.0% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling