+301.0%
TWLO vs UL
+66.7%
+234.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.8% |
| 7D | -2.4% | -3.4% | +1.0% | -1.5% |
| 30D | -7.8% | +0.5% | -8.3% | -8.0% |
| 3M | +10.0% | +7.2% | +2.8% | +7.5% |
| 6M | +79.5% | -3.1% | +82.5% | +80.0% |
| YTD | +59.8% | -2.7% | +62.6% | +59.5% |
| 1Y | +121.7% | -10.2% | +131.9% | +126.2% |
| 3Y | +240.8% | +20.3% | +220.5% | +207.9% |
| 5Y | -33.6% | +19.9% | -53.5% | -41.3% |
| All | +301.0% | +66.7% | +234.3% | +259.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling