+689.7%
TWLO vs BRO
+294.7%
+395.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | +10.0% | +10.7% | -0.6% | +2.9% |
| 6M | +79.5% | -2.7% | +82.2% | +79.0% |
| YTD | +59.8% | -16.3% | +76.2% | +72.8% |
| 1Y | +121.7% | -29.1% | +150.8% | +162.6% |
| 3Y | +240.8% | -7.8% | +248.6% | +224.4% |
| 5Y | -33.6% | +18.7% | -52.3% | -47.8% |
| 10Y | +306.0% | +291.9% | +14.1% | +41.8% |
| All | +689.7% | +294.7% | +395.0% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling