+240.8%
TWLO vs BLK
+66.0%
+174.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.5% |
| 7D | -2.4% | -3.3% | +0.9% | -0.8% |
| 30D | -7.8% | -6.5% | -1.3% | -4.6% |
| 3M | +10.0% | +6.7% | +3.3% | +5.8% |
| 6M | +79.5% | +14.7% | +64.7% | +63.6% |
| YTD | +59.8% | +2.5% | +57.3% | +54.7% |
| 1Y | +121.7% | -2.8% | +124.4% | +122.0% |
| 3Y | +240.8% | +65.9% | +174.9% | +105.6% |
| All | +240.8% | +66.0% | +174.8% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling