+118.4%
TWLO vs BIYA
-99.8%
+218.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -1.2% | +2.7% | -3.9% | -1.2% |
| 30D | -6.4% | -18.7% | +12.3% | -6.1% |
| 3M | +6.3% | -72.0% | +78.3% | +6.0% |
| 6M | +76.4% | -86.4% | +162.8% | +74.4% |
| YTD | +58.8% | -94.2% | +153.0% | +59.0% |
| 1Y | +107.1% | -98.4% | +205.5% | +120.4% |
| All | +118.4% | -99.8% | +218.1% | +143.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling