+119.7%
TWLO vs UMC
+209.4%
-89.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.6% | -7.7% | -3.6% |
| 7D | -2.0% | +5.0% | -7.0% | -2.6% |
| 30D | +20.6% | +7.7% | +12.9% | +19.4% |
| 3M | -1.5% | +1.7% | -3.2% | -3.8% |
| 6M | +89.4% | +113.9% | -24.5% | +49.1% |
| YTD | +63.8% | +168.9% | -105.1% | +10.5% |
| 1Y | +119.7% | +207.2% | -87.5% | +41.3% |
| All | +119.7% | +209.4% | -89.7% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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