+633.6%
TWLO vs URA
+205.2%
+428.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +4.5% | -1.5% | +6.1% | +5.0% |
| 30D | -22.1% | -10.4% | -11.7% | -18.6% |
| 3M | -15.3% | -29.6% | +14.3% | -3.9% |
| 6M | +9.7% | -40.3% | +49.9% | +31.0% |
| YTD | +48.5% | -25.5% | +74.0% | +57.6% |
| 1Y | +70.3% | -26.4% | +96.8% | +80.5% |
| 3Y | +261.4% | +31.4% | +230.0% | +180.0% |
| 5Y | -30.6% | +28.6% | -59.1% | -48.2% |
| 10Y | +569.2% | +260.9% | +308.3% | +173.3% |
| All | +633.6% | +205.2% | +428.4% | +271.0% |
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 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