+684.6%
TWLO vs UL
+69.1%
+615.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -6.4% | +0.9% | -7.3% | -6.7% |
| 3M | +6.3% | +14.2% | -8.0% | +1.6% |
| 6M | +76.4% | -3.2% | +79.6% | +77.2% |
| YTD | +58.8% | -0.3% | +59.1% | +57.3% |
| 1Y | +107.1% | -8.8% | +115.9% | +110.7% |
| 3Y | +245.0% | +23.9% | +221.1% | +206.2% |
| 5Y | -36.0% | +21.4% | -57.3% | -44.0% |
| 10Y | +293.2% | +66.7% | +226.5% | +220.8% |
| All | +684.6% | +69.1% | +615.5% | +533.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling