-32.3%
TWLO vs UEC
+198.6%
-230.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.5% | -0.7% |
| 7D | -2.4% | -9.4% | +7.0% | -0.7% |
| 30D | -7.8% | -8.0% | +0.2% | -6.8% |
| 3M | +10.0% | -1.7% | +11.7% | +9.4% |
| 6M | +79.5% | -26.1% | +105.6% | +84.7% |
| YTD | +59.8% | -10.5% | +70.4% | +55.6% |
| 1Y | +121.7% | -13.3% | +135.0% | +111.4% |
| 3Y | +240.8% | +116.4% | +124.4% | +134.4% |
| All | -32.3% | +198.6% | -230.9% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling