+219.3%
TWLO vs USAR
-20.3%
+239.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -1.0% | -3.2% |
| 7D | +5.6% | +8.8% | -3.2% | +5.1% |
| 30D | -24.6% | -28.5% | +3.8% | -23.6% |
| 3M | -14.0% | -56.2% | +42.2% | -11.3% |
| 6M | +10.1% | -68.4% | +78.5% | +14.4% |
| YTD | +49.2% | -32.2% | +81.4% | +53.3% |
| 1Y | +65.2% | -52.3% | +117.5% | +70.3% |
| 3Y | +260.7% | -21.2% | +281.8% | +247.8% |
| All | +219.3% | -20.3% | +239.5% | +192.7% |
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 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