+82.0%
USO vs TWLO
+312.8%
-230.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | +9.1% | -2.4% | +11.5% | +9.2% |
| 30D | +21.7% | -7.8% | +29.5% | +22.0% |
| 3M | +20.2% | +10.0% | +10.2% | +19.5% |
| 6M | +43.4% | +79.5% | -36.1% | +39.2% |
| YTD | +124.0% | +59.8% | +64.1% | +118.4% |
| 1Y | +112.2% | +121.7% | -9.5% | +103.5% |
| 3Y | +97.7% | +240.8% | -143.2% | +84.2% |
| 5Y | +217.4% | -33.6% | +251.0% | +215.3% |
| All | +82.0% | +312.8% | -230.8% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling