+52.4%
USO vs TWLO
+841.6%
-789.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.0% |
| 7D | +3.6% | -1.2% | +4.8% | +3.6% |
| 30D | +23.8% | -6.4% | +30.2% | +24.1% |
| 3M | +8.1% | +6.3% | +1.8% | +7.5% |
| 6M | +34.3% | +76.4% | -42.2% | +30.1% |
| YTD | +111.1% | +58.8% | +52.3% | +105.3% |
| 1Y | +99.9% | +107.1% | -7.2% | +91.5% |
| 3Y | +86.5% | +245.0% | -158.5% | +72.3% |
| 5Y | +200.5% | -36.0% | +236.5% | +199.0% |
| 10Y | +66.5% | +293.2% | -226.6% | +34.5% |
| All | +52.4% | +841.6% | -789.2% | +8.7% |
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