-30.6%
TWLO vs BUD
+51.6%
-82.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +4.5% | +1.0% | +3.5% | +4.2% |
| 30D | -22.1% | +6.7% | -28.8% | -24.0% |
| 3M | -15.3% | +5.7% | -21.0% | -17.3% |
| 6M | +9.7% | +5.8% | +3.8% | +6.3% |
| YTD | +48.5% | +34.4% | +14.1% | +28.6% |
| 1Y | +70.3% | +33.3% | +37.1% | +48.0% |
| 3Y | +261.4% | +48.8% | +212.6% | +184.5% |
| All | -30.6% | +51.6% | -82.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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