+79.8%
USB vs TWLO
+569.2%
-489.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.1% |
| 7D | +1.2% | +5.6% | -4.4% | +0.7% |
| 30D | +6.3% | -24.6% | +30.9% | +8.7% |
| 3M | -6.1% | -14.0% | +7.8% | -5.4% |
| 6M | +13.0% | +10.1% | +2.9% | +10.6% |
| YTD | +16.6% | +49.2% | -32.6% | +10.0% |
| 1Y | +31.1% | +65.2% | -34.1% | +22.5% |
| 3Y | +100.9% | +260.7% | -159.8% | +71.5% |
| 5Y | +24.5% | -30.2% | +54.8% | +14.9% |
| All | +79.8% | +569.2% | -489.4% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling