-32.3%
TWLO vs BRO
+17.6%
-50.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.4% | -7.3% | +4.9% | +0.9% |
| 30D | -7.8% | -6.9% | -1.0% | -5.1% |
| 3M | +10.0% | +10.7% | -0.6% | +4.1% |
| 6M | +79.5% | -2.7% | +82.2% | +79.7% |
| YTD | +59.8% | -16.3% | +76.2% | +71.9% |
| 1Y | +121.7% | -29.1% | +150.8% | +159.7% |
| 3Y | +240.8% | -7.8% | +248.6% | +214.9% |
| All | -32.3% | +17.6% | -50.0% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling