+305.7%
TWLO vs UAL
+98.4%
+207.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +0.2% | -1.1% | +1.3% | +0.4% |
| 30D | -9.1% | -13.4% | +4.3% | -6.2% |
| 3M | +11.0% | -2.3% | +13.3% | +10.9% |
| 6M | +79.4% | +13.3% | +66.0% | +71.3% |
| YTD | +59.7% | -4.2% | +63.9% | +57.7% |
| 1Y | +112.3% | +1.4% | +110.9% | +106.1% |
| 3Y | +247.0% | +125.8% | +121.2% | +172.3% |
| 5Y | -35.6% | +130.0% | -165.5% | -50.6% |
| 10Y | +305.7% | +104.2% | +201.5% | +270.3% |
| All | +305.7% | +98.4% | +207.3% | +270.3% |
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 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