+221.4%
TWLO vs BTSG
+382.3%
-160.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.6% | +8.4% | +3.6% |
| 7D | -3.9% | -5.8% | +1.9% | -2.4% |
| 30D | -9.7% | 0.0% | -9.7% | -10.0% |
| 3M | +11.6% | -4.5% | +16.1% | +10.9% |
| 6M | +84.7% | +40.0% | +44.7% | +60.3% |
| YTD | +62.5% | +54.6% | +7.9% | +36.2% |
| 1Y | +121.7% | +106.1% | +15.6% | +68.6% |
| All | +221.4% | +382.3% | -160.9% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling