-35.2%
TWLO vs URI
+200.7%
-235.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.8% |
| 7D | -2.0% | -2.0% | 0.0% | -1.2% |
| 30D | +20.6% | -12.9% | +33.5% | +27.2% |
| 3M | -1.5% | -6.7% | +5.2% | +0.2% |
| 6M | +89.4% | +19.0% | +70.4% | +68.4% |
| YTD | +63.8% | +25.5% | +38.3% | +40.0% |
| 1Y | +119.7% | +5.5% | +114.2% | +104.6% |
| 3Y | +256.1% | +111.3% | +144.8% | +109.4% |
| All | -35.2% | +200.7% | -235.9% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling