+576.0%
TWLO vs URA
+272.2%
+303.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -1.9% |
| 7D | +5.6% | +4.5% | +1.1% | +3.7% |
| 30D | -24.6% | -13.4% | -11.2% | -20.4% |
| 3M | -14.0% | -28.4% | +14.5% | -3.2% |
| 6M | +10.1% | -40.5% | +50.5% | +31.2% |
| YTD | +49.2% | -24.3% | +73.5% | +57.3% |
| 1Y | +65.2% | -28.8% | +94.1% | +77.5% |
| 3Y | +260.7% | +37.6% | +223.0% | +175.5% |
| 5Y | -30.2% | +30.7% | -60.9% | -48.0% |
| All | +576.0% | +272.2% | +303.8% | +293.5% |
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