+98.3%
USB vs TWLO
+261.2%
-162.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.9% | +0.1% |
| 7D | +1.4% | -2.0% | +3.5% | +1.7% |
| 30D | -1.3% | +20.6% | -21.9% | -4.0% |
| 3M | +15.2% | -1.5% | +16.8% | +15.0% |
| 6M | +18.8% | +89.4% | -70.6% | +5.8% |
| YTD | +21.0% | +63.8% | -42.8% | +10.1% |
| 1Y | +34.0% | +119.7% | -85.7% | +14.4% |
| All | +98.3% | +261.2% | -162.9% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling