+64.3%
TWLO vs BP
+35.3%
+29.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | -0.9% |
| 7D | -15.9% | -8.4% | -7.5% | -17.2% |
| 30D | -29.0% | +2.2% | -31.3% | -28.7% |
| 3M | +10.0% | +8.8% | +1.2% | +11.8% |
| 6M | +12.6% | -0.5% | +13.1% | +11.9% |
| YTD | +50.1% | +36.2% | +13.9% | +62.3% |
| 1Y | +64.3% | +36.6% | +27.7% | +73.7% |
| All | +64.3% | +35.3% | +29.0% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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