+240.6%
TWLO vs BROS
+62.9%
+177.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.9% |
| 7D | +0.2% | -6.6% | +6.8% | +1.4% |
| 30D | -9.1% | -12.3% | +3.2% | -7.2% |
| 3M | +11.0% | -22.2% | +33.2% | +14.7% |
| 6M | +79.4% | -14.3% | +93.7% | +80.1% |
| YTD | +59.7% | -26.6% | +86.3% | +65.2% |
| 1Y | +112.3% | -31.5% | +143.8% | +121.6% |
| All | +240.6% | +62.9% | +177.7% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling