+301.0%
TWLO vs BLK
+283.5%
+17.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.8% |
| 7D | -2.4% | -3.3% | +0.9% | -0.2% |
| 30D | -7.8% | -6.5% | -1.3% | -3.4% |
| 3M | +10.0% | +6.7% | +3.3% | +4.1% |
| 6M | +79.5% | +14.7% | +64.7% | +59.5% |
| YTD | +59.8% | +2.5% | +57.3% | +52.3% |
| 1Y | +121.7% | -2.8% | +124.4% | +118.5% |
| 3Y | +240.8% | +65.9% | +174.9% | +122.1% |
| 5Y | -33.6% | +33.0% | -66.6% | -49.8% |
| All | +301.0% | +283.5% | +17.5% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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