+301.0%
TWLO vs BTG
+159.3%
+141.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -2.4% | -3.8% | +1.3% | -2.0% |
| 30D | -7.8% | +3.6% | -11.5% | -8.3% |
| 3M | +10.0% | +32.0% | -22.0% | +6.3% |
| 6M | +79.5% | +3.4% | +76.1% | +77.0% |
| YTD | +59.8% | +20.8% | +39.1% | +54.7% |
| 1Y | +121.7% | +22.4% | +99.3% | +112.8% |
| 3Y | +240.8% | +91.7% | +149.1% | +206.9% |
| 5Y | -33.6% | +79.0% | -112.6% | -40.5% |
| All | +301.0% | +159.3% | +141.7% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling