+91.4%
USO vs TWLO
+123.2%
-31.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | -0.1% |
| 7D | +9.5% | -2.0% | +11.5% | +9.4% |
| 30D | +23.6% | +20.6% | +3.0% | +23.9% |
| 3M | +3.8% | -1.5% | +5.4% | +4.0% |
| 6M | +55.0% | +89.4% | -34.4% | +59.4% |
| YTD | +105.3% | +63.8% | +41.5% | +111.6% |
| 1Y | +91.4% | +119.7% | -28.4% | +93.5% |
| All | +91.4% | +123.2% | -31.8% | +93.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling