+301.0%
TWLO vs URA
+346.2%
-45.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.6% | -0.4% |
| 7D | -2.4% | -5.5% | +3.1% | -0.5% |
| 30D | -7.8% | -3.7% | -4.1% | -6.9% |
| 3M | +10.0% | -2.9% | +12.9% | +10.2% |
| 6M | +79.5% | -15.2% | +94.7% | +86.3% |
| YTD | +59.8% | +1.9% | +58.0% | +51.3% |
| 1Y | +121.7% | +6.9% | +114.7% | +101.0% |
| 3Y | +240.8% | +99.6% | +141.2% | +124.6% |
| 5Y | -33.6% | +101.2% | -134.8% | -58.0% |
| All | +301.0% | +346.2% | -45.2% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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