+123.4%
TWLO vs BIYA
-99.8%
+223.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.7% |
| 7D | -3.9% | -1.3% | -2.6% | -3.9% |
| 30D | -9.7% | -15.9% | +6.2% | -9.5% |
| 3M | +11.6% | -81.2% | +92.8% | +11.9% |
| 6M | +84.7% | -88.2% | +172.9% | +83.6% |
| YTD | +62.5% | -94.1% | +156.6% | +62.7% |
| 1Y | +121.7% | -98.7% | +220.4% | +138.8% |
| All | +123.4% | -99.8% | +223.2% | +148.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling