+9.4%
USB vs TWLO
+4.9%
+4.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -2.2% |
| 7D | -1.5% | -16.9% | +15.5% | -1.8% |
| 30D | +4.3% | -28.3% | +32.6% | +3.6% |
| 3M | -6.1% | +4.0% | -10.1% | -6.0% |
| 6M | +9.4% | +2.8% | +6.6% | +10.1% |
| All | +9.4% | +4.9% | +4.5% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling