+301.0%
TWLO vs BP
+137.7%
+163.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -2.4% | +5.2% | -7.6% | -3.5% |
| 30D | -7.8% | +8.7% | -16.5% | -9.7% |
| 3M | +10.0% | +9.3% | +0.7% | +7.4% |
| 6M | +79.5% | +13.6% | +65.9% | +72.9% |
| YTD | +59.8% | +37.7% | +22.2% | +46.3% |
| 1Y | +121.7% | +40.6% | +81.0% | +101.4% |
| 3Y | +240.8% | +40.3% | +200.5% | +206.1% |
| 5Y | -33.6% | +141.4% | -175.0% | -48.4% |
| All | +301.0% | +137.7% | +163.3% | +220.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling