+245.0%
TWLO vs URA
+121.0%
+124.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -3.8% |
| 7D | -1.2% | +8.1% | -9.3% | -3.0% |
| 30D | -6.4% | +5.8% | -12.1% | -7.7% |
| 3M | +6.3% | +3.4% | +2.8% | +5.0% |
| 6M | +76.4% | -2.6% | +79.1% | +75.1% |
| YTD | +58.8% | +11.2% | +47.6% | +50.2% |
| 1Y | +107.1% | +19.8% | +87.3% | +87.0% |
| 3Y | +245.0% | +121.5% | +123.5% | +149.1% |
| All | +245.0% | +121.0% | +124.0% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling