+119.7%
TWLO vs BOXX
+4.0%
+115.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.8% |
| 30D | +20.6% | +0.4% | +20.2% | +14.8% |
| 3M | -1.5% | +1.0% | -2.6% | -11.8% |
| 6M | +89.4% | +2.0% | +87.5% | +63.9% |
| YTD | +63.8% | +2.6% | +61.2% | +45.4% |
| 1Y | +119.7% | +4.1% | +115.7% | +189.2% |
| All | +119.7% | +4.0% | +115.7% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling