+119.7%
TWLO vs BRO
-24.4%
+144.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.1% |
| 7D | -2.0% | -2.6% | +0.6% | -2.0% |
| 30D | +20.6% | +0.9% | +19.7% | +20.6% |
| 3M | -1.5% | +24.8% | -26.3% | -0.7% |
| 6M | +89.4% | -0.1% | +89.5% | +88.9% |
| YTD | +63.8% | -9.7% | +73.5% | +60.4% |
| 1Y | +119.7% | -24.5% | +144.2% | +111.1% |
| All | +119.7% | -24.4% | +144.2% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling