+247.7%
TWLO vs USAR
+58.5%
+189.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.0% |
| 7D | -3.9% | -9.3% | +5.4% | -3.6% |
| 30D | -9.7% | -15.2% | +5.5% | -9.2% |
| 3M | +11.6% | -21.1% | +32.7% | +12.2% |
| 6M | +84.7% | -21.6% | +106.2% | +85.7% |
| YTD | +62.5% | +34.8% | +27.7% | +62.6% |
| 1Y | +121.7% | +15.6% | +106.1% | +121.7% |
| 3Y | +253.0% | +57.7% | +195.3% | +228.0% |
| All | +247.7% | +58.5% | +189.2% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling