-35.0%
TWLO vs UAL
+113.1%
-148.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.2% |
| 7D | -1.5% | +8.2% | -9.6% | -4.4% |
| 30D | -26.0% | +2.3% | -28.3% | -26.8% |
| 3M | +4.6% | -12.7% | +17.3% | +9.1% |
| 6M | +5.5% | +12.7% | -7.1% | -1.8% |
| YTD | +42.0% | +0.8% | +41.2% | +35.2% |
| 1Y | +58.5% | +17.8% | +40.7% | +40.8% |
| 3Y | +279.7% | +206.7% | +73.0% | +96.8% |
| All | -35.0% | +113.1% | -148.0% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling