+689.7%
TWLO vs BNY
+413.6%
+276.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | +10.0% | +14.9% | -4.9% | +2.6% |
| 6M | +79.5% | +40.0% | +39.5% | +52.5% |
| YTD | +59.8% | +42.0% | +17.9% | +34.7% |
| 1Y | +121.7% | +56.9% | +64.8% | +78.2% |
| 3Y | +240.8% | +289.9% | -49.1% | +82.9% |
| 5Y | -33.6% | +259.2% | -292.8% | -63.4% |
| 10Y | +306.0% | +413.3% | -107.3% | +76.8% |
| All | +689.7% | +413.6% | +276.1% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling