+240.8%
TWLO vs UL
+20.7%
+220.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.6% |
| 7D | -2.4% | -3.4% | +1.0% | -2.8% |
| 30D | -7.8% | +0.5% | -8.3% | -7.8% |
| 3M | +10.0% | +7.2% | +2.8% | +10.9% |
| 6M | +79.5% | -3.1% | +82.5% | +80.2% |
| YTD | +59.8% | -2.7% | +62.6% | +60.2% |
| 1Y | +121.7% | -10.2% | +131.9% | +123.2% |
| 3Y | +240.8% | +20.3% | +220.5% | +210.3% |
| All | +240.8% | +20.7% | +220.1% | +210.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling