-32.5%
TWLO vs UL
+18.7%
-51.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | -3.9% | -4.1% | +0.2% | -3.5% |
| 30D | -9.7% | -1.2% | -8.5% | -9.6% |
| 3M | +11.6% | +6.0% | +5.6% | +10.6% |
| 6M | +84.7% | -5.5% | +90.2% | +86.3% |
| YTD | +62.5% | -3.3% | +65.8% | +62.7% |
| 1Y | +121.7% | -9.8% | +131.5% | +124.9% |
| 3Y | +253.0% | +20.1% | +232.8% | +224.6% |
| 5Y | -32.5% | +19.2% | -51.7% | -45.6% |
| All | -32.5% | +18.7% | -51.2% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling