-35.6%
TWLO vs URA
+132.7%
-168.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | +0.2% | +5.7% | -5.5% | -1.9% |
| 30D | -9.1% | +5.6% | -14.7% | -11.3% |
| 3M | +11.0% | +6.2% | +4.8% | +7.4% |
| 6M | +79.4% | -8.2% | +87.6% | +80.9% |
| YTD | +59.7% | +9.7% | +50.1% | +46.2% |
| 1Y | +112.3% | +17.0% | +95.3% | +83.4% |
| 3Y | +247.0% | +118.5% | +128.5% | +104.9% |
| 5Y | -35.6% | +134.3% | -169.9% | -65.0% |
| All | -35.6% | +132.7% | -168.3% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling