+118.2%
USB vs TWLO
+871.2%
-752.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.9% | 0.0% |
| 7D | +1.4% | -2.0% | +3.5% | +1.6% |
| 30D | -1.3% | +20.6% | -21.9% | -3.2% |
| 3M | +15.2% | -1.5% | +16.8% | +14.9% |
| 6M | +18.8% | +89.4% | -70.6% | +10.9% |
| YTD | +21.0% | +63.8% | -42.8% | +14.2% |
| 1Y | +34.0% | +119.7% | -85.7% | +22.6% |
| 3Y | +95.3% | +256.1% | -160.8% | +68.8% |
| 5Y | +40.4% | -36.6% | +76.9% | +30.9% |
| 10Y | +107.3% | +304.3% | -197.0% | +57.0% |
| All | +118.2% | +871.2% | -752.9% | +54.9% |
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