+64.3%
TWLO vs USAR
-49.3%
+113.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.7% | +0.5% |
| 7D | -15.9% | -21.8% | +5.9% | -13.4% |
| 30D | -29.0% | -39.9% | +10.9% | -25.0% |
| 3M | +10.0% | -52.5% | +62.6% | +19.1% |
| 6M | +12.6% | -67.9% | +80.5% | +25.1% |
| YTD | +50.1% | -31.1% | +81.2% | +65.9% |
| 1Y | +64.3% | -49.8% | +114.1% | +83.7% |
| All | +64.3% | -49.3% | +113.6% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling