+572.9%
TWLO vs URI
+1,173.3%
-600.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +4.5% | +6.7% | -2.2% | +2.2% |
| 30D | -22.1% | +8.9% | -31.0% | -24.4% |
| 3M | -15.3% | +0.5% | -15.9% | -16.0% |
| 6M | +9.7% | +20.7% | -11.0% | +1.3% |
| YTD | +48.5% | +40.0% | +8.5% | +26.2% |
| 1Y | +70.3% | +34.4% | +35.9% | +46.9% |
| 3Y | +261.4% | +149.5% | +111.9% | +139.1% |
| 5Y | -30.6% | +205.6% | -236.1% | -58.3% |
| All | +572.9% | +1,173.3% | -600.5% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling