+261.4%
TWLO vs BN
+96.7%
+164.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.5% |
| 7D | +4.5% | -1.0% | +5.5% | +5.1% |
| 30D | -22.1% | +14.0% | -36.1% | -28.5% |
| 3M | -15.3% | -9.0% | -6.3% | -10.5% |
| 6M | +9.7% | -8.8% | +18.5% | +14.9% |
| YTD | +48.5% | -10.3% | +58.7% | +56.3% |
| 1Y | +70.3% | -5.8% | +76.2% | +73.3% |
| 3Y | +261.4% | +94.8% | +166.6% | +134.4% |
| All | +261.4% | +96.7% | +164.7% | +134.4% |
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