-32.3%
TWLO vs BTDR
+20.7%
-53.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.4% | -1.9% |
| 7D | -2.4% | -3.4% | +1.0% | -2.2% |
| 30D | -7.8% | +32.6% | -40.4% | -10.1% |
| 3M | +10.0% | -32.2% | +42.3% | +12.2% |
| 6M | +79.5% | +52.4% | +27.1% | +69.4% |
| YTD | +59.8% | +6.7% | +53.1% | +54.1% |
| 1Y | +121.7% | -15.2% | +136.9% | +114.1% |
| 3Y | +240.8% | +14.9% | +225.9% | +196.2% |
| All | -32.3% | +20.7% | -53.0% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling