+241.8%
TWLO vs USAR
+68.6%
+173.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.7% |
| 7D | +0.2% | -4.4% | +4.6% | +0.4% |
| 30D | -9.1% | -10.4% | +1.3% | -8.8% |
| 3M | +11.0% | -18.4% | +29.4% | +11.4% |
| 6M | +79.4% | -8.8% | +88.2% | +79.8% |
| YTD | +59.7% | +43.4% | +16.4% | +59.5% |
| 1Y | +112.3% | +21.0% | +91.3% | +111.9% |
| 3Y | +247.0% | +67.7% | +179.2% | +221.7% |
| All | +241.8% | +68.6% | +173.2% | +204.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling