+119.7%
TWLO vs UL
-8.6%
+128.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | -2.0% | -1.3% | -0.7% | -2.4% |
| 30D | +20.6% | +0.5% | +20.1% | +20.7% |
| 3M | -1.5% | +17.6% | -19.1% | +4.6% |
| 6M | +89.4% | -5.4% | +94.8% | +84.3% |
| YTD | +63.8% | +0.7% | +63.1% | +65.5% |
| 1Y | +119.7% | -9.3% | +129.0% | +117.2% |
| All | +119.7% | -8.6% | +128.4% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling