+301.0%
TWLO vs BNS
+188.9%
+112.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -7.8% | +3.5% | -11.3% | -9.3% |
| 3M | +10.0% | +14.1% | -4.0% | +3.2% |
| 6M | +79.5% | +33.8% | +45.7% | +55.5% |
| YTD | +59.8% | +29.5% | +30.4% | +40.3% |
| 1Y | +121.7% | +48.4% | +73.3% | +81.9% |
| 3Y | +240.8% | +129.6% | +111.2% | +124.2% |
| 5Y | -33.6% | +96.1% | -129.7% | -52.6% |
| All | +301.0% | +188.9% | +112.1% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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