+119.8%
TWLO vs BIYA
-99.8%
+219.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.6% |
| 7D | -2.4% | -1.8% | -0.6% | -2.4% |
| 30D | -7.8% | -17.5% | +9.7% | -7.6% |
| 3M | +10.0% | -78.0% | +88.1% | +10.2% |
| 6M | +79.5% | -89.5% | +168.9% | +79.0% |
| YTD | +59.8% | -94.3% | +154.1% | +60.1% |
| 1Y | +121.7% | -98.6% | +220.3% | +137.7% |
| All | +119.8% | -99.8% | +219.5% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling