-27.9%
TWLO vs URA
+32.3%
-60.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.5% | +7.1% | +5.0% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | -26.0% | -14.8% | -11.2% | -21.2% |
| 3M | -14.3% | -25.3% | +11.0% | -4.7% |
| 6M | +6.2% | -39.9% | +46.1% | +27.3% |
| YTD | +50.6% | -22.4% | +73.0% | +56.4% |
| 1Y | +64.0% | -29.0% | +93.0% | +76.0% |
| 3Y | +264.1% | +41.0% | +223.1% | +150.7% |
| 5Y | -27.9% | +38.3% | -66.3% | -55.6% |
| All | -27.9% | +32.3% | -60.2% | -55.6% |
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