-32.5%
TWLO vs BLDR
+7.7%
-40.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.7% | +3.1% |
| 7D | -3.9% | -8.1% | +4.2% | -1.1% |
| 30D | -9.7% | -21.5% | +11.8% | -2.2% |
| 3M | +11.6% | -21.0% | +32.6% | +19.1% |
| 6M | +84.7% | -37.1% | +121.7% | +110.9% |
| YTD | +62.5% | -42.7% | +105.2% | +88.1% |
| 1Y | +121.7% | -58.0% | +179.7% | +192.5% |
| 3Y | +253.0% | -57.8% | +310.8% | +307.4% |
| 5Y | -32.5% | +10.3% | -42.8% | -59.9% |
| All | -32.5% | +7.7% | -40.2% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling