+580.0%
TWLO vs UAL
+99.5%
+480.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | +0.2% | +12.5% | -12.2% | -2.5% |
| 30D | -26.0% | +12.2% | -38.2% | -28.0% |
| 3M | -14.3% | -2.6% | -11.8% | -14.1% |
| 6M | +6.2% | +21.1% | -14.9% | +0.1% |
| YTD | +50.6% | +7.8% | +42.8% | +44.3% |
| 1Y | +64.0% | +25.4% | +38.6% | +51.3% |
| 3Y | +264.1% | +217.3% | +46.7% | +163.5% |
| 5Y | -27.9% | +132.9% | -160.8% | -45.8% |
| 10Y | +580.0% | +101.1% | +478.9% | +424.5% |
| All | +580.0% | +99.5% | +480.5% | +424.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling