+248.4%
TWLO vs URI
+121.2%
+127.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.5% |
| 7D | -2.0% | -2.0% | 0.0% | -1.5% |
| 30D | +20.6% | -12.9% | +33.5% | +24.9% |
| 3M | -1.5% | -6.7% | +5.2% | -0.4% |
| 6M | +89.4% | +19.0% | +70.4% | +75.4% |
| YTD | +63.8% | +25.5% | +38.3% | +47.2% |
| 1Y | +119.7% | +5.5% | +114.2% | +111.7% |
| All | +248.4% | +121.2% | +127.2% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling