-32.3%
TWLO vs BRKR
-39.7%
+7.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.4% | -8.7% | +6.3% | +0.6% |
| 30D | -7.8% | -9.9% | +2.0% | -4.7% |
| 3M | +10.0% | -3.1% | +13.1% | +8.4% |
| 6M | +79.5% | +45.5% | +34.0% | +47.9% |
| YTD | +59.8% | +13.7% | +46.2% | +43.8% |
| 1Y | +121.7% | +67.4% | +54.2% | +66.9% |
| 3Y | +240.8% | -13.2% | +254.0% | +209.3% |
| All | -32.3% | -39.7% | +7.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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