+119.7%
TWLO vs BP
+34.1%
+85.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.1% |
| 7D | -2.0% | +3.9% | -6.0% | -1.6% |
| 30D | +20.6% | +7.6% | +13.0% | +21.4% |
| 3M | -1.5% | +0.7% | -2.2% | -1.0% |
| 6M | +89.4% | +15.5% | +73.9% | +92.3% |
| YTD | +63.8% | +30.8% | +33.0% | +69.0% |
| 1Y | +119.7% | +34.3% | +85.4% | +123.1% |
| All | +119.7% | +34.1% | +85.6% | +123.1% |
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