+633.6%
TWLO vs UEC
+623.9%
+9.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +4.5% | -3.8% | +8.3% | +5.1% |
| 30D | -22.1% | -13.5% | -8.6% | -20.4% |
| 3M | -15.3% | -40.5% | +25.2% | -8.9% |
| 6M | +9.7% | -56.7% | +66.3% | +22.4% |
| YTD | +48.5% | -43.0% | +91.5% | +55.6% |
| 1Y | +70.3% | -42.5% | +112.9% | +77.0% |
| 3Y | +261.4% | +11.6% | +249.9% | +212.3% |
| 5Y | -30.6% | +21.8% | -52.3% | -45.3% |
| 10Y | +569.2% | +623.9% | -54.7% | +283.1% |
| All | +633.6% | +623.9% | +9.7% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling