+92.5%
USB vs TWLO
+270.8%
-178.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -1.5% |
| 7D | -1.5% | -16.9% | +15.5% | +0.2% |
| 30D | +4.3% | -28.3% | +32.6% | +7.4% |
| 3M | -6.1% | +4.0% | -10.1% | -7.7% |
| 6M | +9.4% | +2.8% | +6.6% | +7.0% |
| YTD | +15.2% | +41.3% | -26.1% | +6.6% |
| 1Y | +32.8% | +52.9% | -20.2% | +21.1% |
| All | +92.5% | +270.8% | -178.4% | +31.0% |
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