+709.2%
TWLO vs URA
+341.5%
+367.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | +20.6% | +7.4% | +13.2% | +17.4% |
| 3M | -1.5% | -8.4% | +6.8% | +0.7% |
| 6M | +89.4% | -12.7% | +102.1% | +94.5% |
| YTD | +63.8% | +7.8% | +56.0% | +51.9% |
| 1Y | +119.7% | +19.5% | +100.3% | +90.4% |
| 3Y | +256.1% | +116.4% | +139.7% | +125.8% |
| 5Y | -36.6% | +134.3% | -170.8% | -62.4% |
| 10Y | +304.3% | +359.3% | -54.9% | +71.1% |
| All | +709.2% | +341.5% | +367.7% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling