+121.7%
TWLO vs BTSG
+113.2%
+8.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -2.4% | -3.3% | +0.9% | -1.9% |
| 30D | -7.8% | -1.6% | -6.2% | -7.7% |
| 3M | +10.0% | -6.9% | +16.9% | +9.4% |
| 6M | +79.5% | +42.1% | +37.4% | +52.2% |
| YTD | +59.8% | +56.8% | +3.0% | +31.6% |
| 1Y | +121.7% | +109.8% | +11.9% | +68.1% |
| All | +121.7% | +113.2% | +8.5% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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