+709.2%
TWLO vs BN
+262.4%
+446.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -2.0% | -2.5% | +0.4% | -0.4% |
| 30D | +20.6% | -9.5% | +30.1% | +28.8% |
| 3M | -1.5% | -10.4% | +8.8% | +5.4% |
| 6M | +89.4% | -6.4% | +95.8% | +95.9% |
| YTD | +63.8% | -11.9% | +75.7% | +75.6% |
| 1Y | +119.7% | -8.6% | +128.3% | +129.4% |
| 3Y | +256.1% | +77.6% | +178.6% | +136.2% |
| 5Y | -36.6% | +37.0% | -73.6% | -50.0% |
| 10Y | +304.3% | +266.4% | +37.9% | +44.7% |
| All | +709.2% | +262.4% | +446.8% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling