+22.0%
USB vs TWLO
-34.7%
+56.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | 0.0% | -1.5% | +1.5% | +0.2% |
| 30D | +5.8% | -26.0% | +31.8% | +9.1% |
| 3M | -6.0% | +4.6% | -10.5% | -7.7% |
| 6M | +7.8% | +5.5% | +2.2% | +5.1% |
| YTD | +14.6% | +42.0% | -27.4% | +6.3% |
| 1Y | +31.8% | +58.5% | -26.7% | +20.3% |
| 3Y | +91.5% | +279.7% | -188.1% | +50.7% |
| All | +22.0% | -34.7% | +56.8% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling