+36.5%
USB vs TWLO
+60.3%
-23.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.4% | -15.9% | +18.3% | +2.4% |
| 30D | +6.6% | -29.0% | +35.6% | +6.7% |
| 3M | -4.1% | +10.0% | -14.1% | -4.5% |
| 6M | +12.5% | +12.6% | -0.1% | +11.9% |
| YTD | +17.6% | +50.1% | -32.5% | +14.6% |
| 1Y | +36.5% | +64.3% | -27.8% | +29.3% |
| All | +36.5% | +60.3% | -23.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling