+64.3%
TWLO vs UL
+1.7%
+62.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | +1.1% |
| 7D | -15.9% | +4.7% | -20.5% | -14.3% |
| 30D | -29.0% | +11.6% | -40.6% | -26.4% |
| 3M | +10.0% | +5.3% | +4.7% | +12.6% |
| 6M | +12.6% | +16.0% | -3.5% | +19.1% |
| YTD | +50.1% | +5.0% | +45.1% | +54.4% |
| 1Y | +64.3% | +1.1% | +63.1% | +69.0% |
| All | +64.3% | +1.7% | +62.6% | +69.0% |
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