+65.2%
TWLO vs URA
-29.1%
+94.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -2.6% |
| 7D | +5.6% | +4.5% | +1.1% | +4.7% |
| 30D | -24.6% | -13.4% | -11.2% | -22.7% |
| 3M | -14.0% | -28.4% | +14.5% | -9.8% |
| 6M | +10.1% | -40.5% | +50.5% | +17.7% |
| YTD | +49.2% | -24.3% | +73.5% | +59.7% |
| 1Y | +65.2% | -28.8% | +94.1% | +78.3% |
| All | +65.2% | -29.1% | +94.3% | +78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling