+250.5%
TWLO vs USAR
+74.0%
+176.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.5% |
| 3M | -1.5% | -35.0% | +33.5% | -0.6% |
| 6M | +89.4% | -6.9% | +96.3% | +89.7% |
| YTD | +63.8% | +48.0% | +15.8% | +63.4% |
| 1Y | +119.7% | +24.8% | +94.9% | +119.0% |
| 3Y | +256.1% | +73.2% | +182.9% | +229.2% |
| All | +250.5% | +74.0% | +176.5% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling