+240.6%
TWLO vs UEC
+146.8%
+93.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -9.1% | +1.9% | -11.1% | -9.4% |
| 3M | +11.0% | +8.9% | +2.1% | +9.8% |
| 6M | +79.4% | -14.5% | +93.8% | +79.9% |
| YTD | +59.7% | -0.7% | +60.4% | +57.4% |
| 1Y | +112.3% | -4.1% | +116.4% | +106.9% |
| All | +240.6% | +146.8% | +93.8% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling