-32.5%
TWLO vs BP
+139.4%
-171.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.6% |
| 7D | -3.9% | +5.7% | -9.6% | -4.9% |
| 30D | -9.7% | +8.1% | -17.8% | -11.2% |
| 3M | +11.6% | +8.6% | +3.0% | +9.4% |
| 6M | +84.7% | +18.1% | +66.6% | +76.7% |
| YTD | +62.5% | +37.6% | +24.9% | +49.0% |
| 1Y | +121.7% | +39.4% | +82.3% | +102.1% |
| 3Y | +253.0% | +40.1% | +212.9% | +215.6% |
| 5Y | -32.5% | +141.3% | -173.8% | -47.4% |
| All | -32.5% | +139.4% | -171.8% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling