+119.7%
TWLO vs USAR
+27.9%
+91.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.1% |
| 7D | -2.0% | -2.1% | +0.1% | -1.9% |
| 30D | +20.6% | +2.6% | +18.0% | +20.4% |
| 3M | -1.5% | -35.0% | +33.5% | +0.5% |
| 6M | +89.4% | -6.9% | +96.3% | +90.3% |
| YTD | +63.8% | +48.0% | +15.8% | +65.7% |
| 1Y | +119.7% | +24.8% | +94.9% | +119.2% |
| All | +119.7% | +27.9% | +91.8% | +119.2% |
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