+689.1%
TWLO vs BNS
+197.6%
+491.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +0.2% | -1.3% | +1.5% | +0.9% |
| 30D | -9.1% | +4.0% | -13.2% | -11.0% |
| 3M | +11.0% | +13.8% | -2.8% | +3.9% |
| 6M | +79.4% | +32.7% | +46.7% | +55.2% |
| YTD | +59.7% | +27.6% | +32.1% | +40.4% |
| 1Y | +112.3% | +47.4% | +64.9% | +73.4% |
| 3Y | +247.0% | +129.0% | +118.0% | +124.7% |
| 5Y | -35.6% | +92.7% | -128.3% | -54.2% |
| 10Y | +305.7% | +182.1% | +123.6% | +127.8% |
| All | +689.1% | +197.6% | +491.6% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling