+633.6%
TWLO vs BN
+269.0%
+364.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.6% |
| 7D | +4.5% | -1.0% | +5.5% | +5.1% |
| 30D | -22.1% | +14.0% | -36.1% | -28.8% |
| 3M | -15.3% | -9.0% | -6.3% | -10.6% |
| 6M | +9.7% | -8.8% | +18.5% | +14.8% |
| YTD | +48.5% | -10.3% | +58.7% | +56.1% |
| 1Y | +70.3% | -5.8% | +76.2% | +73.4% |
| 3Y | +261.4% | +94.8% | +166.6% | +125.2% |
| 5Y | -30.6% | +31.5% | -62.0% | -44.6% |
| 10Y | +569.2% | +291.9% | +277.3% | +117.9% |
| All | +633.6% | +269.0% | +364.6% | +157.2% |
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