+240.6%
TWLO vs BP
+37.6%
+202.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.3% |
| 7D | +0.2% | +4.0% | -3.8% | -0.4% |
| 30D | -9.1% | +7.8% | -17.0% | -10.4% |
| 3M | +11.0% | +8.4% | +2.6% | +9.3% |
| 6M | +79.4% | +15.1% | +64.3% | +72.9% |
| YTD | +59.7% | +36.4% | +23.3% | +46.5% |
| 1Y | +112.3% | +40.9% | +71.4% | +91.9% |
| All | +240.6% | +37.6% | +202.9% | +199.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling