+702.8%
TWLO vs BR
+210.0%
+492.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -3.9% | -6.0% | +2.1% | +0.9% |
| 30D | -9.7% | -0.9% | -8.8% | -9.2% |
| 3M | +11.6% | +16.4% | -4.8% | -2.3% |
| 6M | +84.7% | -8.2% | +92.9% | +94.8% |
| YTD | +62.5% | -23.2% | +85.7% | +97.0% |
| 1Y | +121.7% | -30.9% | +152.6% | +191.7% |
| 3Y | +253.0% | -5.0% | +258.0% | +252.9% |
| 5Y | -32.5% | +8.8% | -41.3% | -40.6% |
| 10Y | +312.7% | +190.1% | +122.7% | +80.7% |
| All | +702.8% | +210.0% | +492.8% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling