+64.3%
TWLO vs UAL
+22.8%
+41.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.9% |
| 7D | -15.9% | +11.9% | -27.8% | -16.9% |
| 30D | -29.0% | +5.2% | -34.3% | -29.6% |
| 3M | +10.0% | -12.7% | +22.7% | +10.7% |
| 6M | +12.6% | +28.5% | -16.0% | +7.8% |
| YTD | +50.1% | +3.5% | +46.6% | +47.8% |
| 1Y | +64.3% | +27.5% | +36.7% | +50.3% |
| All | +64.3% | +22.8% | +41.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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