+104.2%
TWLO vs BIYA
-99.9%
+204.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.5% | +9.0% | -4.5% | +4.4% |
| 30D | -22.1% | -12.9% | -9.1% | -22.0% |
| 3M | -15.3% | -54.7% | +39.4% | -14.7% |
| 6M | +9.7% | -85.1% | +94.7% | +9.5% |
| YTD | +48.5% | -96.9% | +145.4% | +49.5% |
| 1Y | +70.3% | -98.5% | +168.9% | +77.0% |
| All | +104.2% | -99.9% | +204.0% | +128.5% |
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