-32.3%
TWLO vs BR
+8.0%
-40.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 6M | +79.5% | -6.7% | +86.2% | +87.8% |
| YTD | +59.8% | -23.4% | +83.3% | +97.0% |
| 1Y | +121.7% | -32.7% | +154.3% | +205.0% |
| 3Y | +240.8% | -5.9% | +246.7% | +237.0% |
| All | -32.3% | +8.0% | -40.4% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling