+301.0%
TWLO vs BLDR
+383.3%
-82.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.3% |
| 7D | -2.4% | -8.2% | +5.8% | 0.0% |
| 30D | -7.8% | -16.6% | +8.8% | -3.0% |
| 3M | +10.0% | -23.2% | +33.2% | +17.5% |
| 6M | +79.5% | -33.7% | +113.2% | +97.5% |
| YTD | +59.8% | -41.3% | +101.2% | +79.8% |
| 1Y | +121.7% | -58.8% | +180.5% | +179.6% |
| 3Y | +240.8% | -57.5% | +298.3% | +299.5% |
| 5Y | -33.6% | +12.9% | -46.5% | -44.5% |
| All | +301.0% | +383.3% | -82.4% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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