+301.0%
TWLO vs BRO
+294.2%
+6.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.4% | -7.3% | +4.9% | +1.6% |
| 30D | -7.8% | -6.9% | -1.0% | -4.5% |
| 3M | +10.0% | +10.7% | -0.6% | +3.0% |
| 6M | +79.5% | -2.7% | +82.2% | +79.0% |
| YTD | +59.8% | -16.3% | +76.2% | +72.7% |
| 1Y | +121.7% | -29.1% | +150.8% | +162.3% |
| 3Y | +240.8% | -7.8% | +248.6% | +224.5% |
| 5Y | -33.6% | +18.7% | -52.3% | -47.7% |
| All | +301.0% | +294.2% | +6.7% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling