+301.0%
TWLO vs BN
+265.2%
+35.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.9% |
| 7D | -2.4% | -5.2% | +2.8% | +0.9% |
| 30D | -7.8% | -14.5% | +6.7% | +1.9% |
| 3M | +10.0% | -15.0% | +25.0% | +21.9% |
| 6M | +79.5% | -5.4% | +84.9% | +84.5% |
| YTD | +59.8% | -16.4% | +76.3% | +77.1% |
| 1Y | +121.7% | -16.2% | +137.9% | +144.8% |
| 3Y | +240.8% | +67.5% | +173.3% | +136.8% |
| 5Y | -33.6% | +34.1% | -67.7% | -46.5% |
| All | +301.0% | +265.2% | +35.8% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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