+35.4%
USB vs TWLO
+113.3%
-77.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.9% | -0.2% |
| 7D | +1.4% | -2.0% | +3.5% | +1.5% |
| 30D | -1.3% | +20.6% | -21.9% | -1.7% |
| 3M | +15.2% | -1.5% | +16.8% | +15.3% |
| 6M | +18.8% | +89.4% | -70.6% | +14.6% |
| YTD | +21.0% | +63.8% | -42.8% | +17.5% |
| All | +35.4% | +113.3% | -77.9% | +28.5% |
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