+107.7%
USB vs TWLO
+737.7%
-630.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -1.6% |
| 7D | -1.5% | -16.9% | +15.5% | 0.0% |
| 30D | +4.3% | -28.3% | +32.6% | +7.0% |
| 3M | -6.1% | +4.0% | -10.1% | -7.2% |
| 6M | +9.4% | +2.8% | +6.6% | +7.8% |
| YTD | +15.2% | +41.3% | -26.1% | +9.5% |
| 1Y | +32.8% | +52.9% | -20.2% | +25.2% |
| 3Y | +91.3% | +271.5% | -180.2% | +64.1% |
| 5Y | +22.7% | -35.3% | +58.0% | +14.3% |
| 10Y | +97.0% | +536.6% | -439.5% | +46.3% |
| All | +107.7% | +737.7% | -630.0% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling