+119.7%
TWLO vs BTDR
-4.8%
+124.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.1% | -3.4% |
| 7D | -2.0% | +20.0% | -22.0% | -3.1% |
| 30D | +20.6% | +11.9% | +8.6% | +19.5% |
| 3M | -1.5% | -36.9% | +35.4% | +1.1% |
| 6M | +89.4% | +56.5% | +32.9% | +81.3% |
| YTD | +63.8% | +10.4% | +53.4% | +58.5% |
| 1Y | +119.7% | +3.1% | +116.6% | +112.1% |
| All | +119.7% | -4.8% | +124.5% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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