+79.4%
TWLO vs BTDR
+71.3%
+8.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.8% |
| 7D | +0.2% | +14.8% | -14.6% | -0.9% |
| 30D | -9.1% | +41.8% | -51.0% | -11.5% |
| 3M | +11.0% | -29.2% | +40.2% | +14.8% |
| 6M | +79.4% | +66.2% | +13.2% | +53.9% |
| All | +79.4% | +71.3% | +8.1% | +53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling