+240.6%
TWLO vs BN
+71.3%
+169.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.8% |
| 7D | +0.2% | -3.0% | +3.2% | +2.2% |
| 30D | -9.1% | -13.0% | +3.9% | -0.8% |
| 3M | +11.0% | -15.2% | +26.2% | +22.8% |
| 6M | +79.4% | -5.9% | +85.3% | +84.6% |
| YTD | +59.7% | -15.8% | +75.5% | +75.7% |
| 1Y | +112.3% | -12.2% | +124.5% | +126.4% |
| All | +240.6% | +71.3% | +169.3% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling