+402.0%
TWLO vs BOXX
+18.5%
+383.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -7.8% | +0.3% | -8.1% | -8.6% |
| 3M | +10.0% | +1.0% | +9.0% | +8.0% |
| 6M | +79.5% | +1.9% | +77.5% | +75.7% |
| YTD | +59.8% | +2.7% | +57.2% | +57.1% |
| 1Y | +121.7% | +4.0% | +117.6% | +120.6% |
| 3Y | +240.8% | +14.7% | +226.2% | +343.5% |
| All | +402.0% | +18.5% | +383.5% | +466.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling