+301.0%
TWLO vs UUUU
+465.5%
-164.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | -0.8% |
| 7D | -2.4% | -10.5% | +8.1% | -0.7% |
| 30D | -7.8% | -10.5% | +2.7% | -6.5% |
| 3M | +10.0% | -14.1% | +24.2% | +12.0% |
| 6M | +79.5% | -35.5% | +114.9% | +88.5% |
| YTD | +59.8% | -10.9% | +70.8% | +55.2% |
| 1Y | +121.7% | +3.4% | +118.3% | +103.0% |
| 3Y | +240.8% | +73.1% | +167.7% | +163.2% |
| 5Y | -33.6% | +87.1% | -120.7% | -51.5% |
| All | +301.0% | +465.5% | -164.5% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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