+301.0%
TWLO vs BNY
+416.3%
-115.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -2.4% | -1.3% | -1.1% | -1.8% |
| 30D | -7.8% | -0.2% | -7.6% | -7.8% |
| 3M | +10.0% | +14.9% | -4.9% | +2.8% |
| 6M | +79.5% | +40.0% | +39.5% | +53.4% |
| YTD | +59.8% | +42.0% | +17.9% | +35.6% |
| 1Y | +121.7% | +56.9% | +64.8% | +79.7% |
| 3Y | +240.8% | +289.9% | -49.1% | +88.2% |
| 5Y | -33.6% | +259.2% | -292.8% | -62.4% |
| All | +301.0% | +416.3% | -115.3% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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