+301.0%
TWLO vs BR
+189.7%
+111.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -2.4% | -3.0% | +0.6% | -0.1% |
| 30D | -7.8% | -0.3% | -7.5% | -7.8% |
| 3M | +10.0% | +17.3% | -7.3% | -4.2% |
| 6M | +79.5% | -6.7% | +86.2% | +87.0% |
| YTD | +59.8% | -23.4% | +83.3% | +94.1% |
| 1Y | +121.7% | -32.7% | +154.3% | +197.8% |
| 3Y | +240.8% | -5.9% | +246.7% | +243.5% |
| 5Y | -33.6% | +8.4% | -42.0% | -41.4% |
| All | +301.0% | +189.7% | +111.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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