+240.8%
TWLO vs UMC
+261.2%
-20.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.1% |
| 7D | -2.4% | +9.0% | -11.4% | -4.2% |
| 30D | -7.8% | +17.2% | -25.1% | -11.0% |
| 3M | +10.0% | +11.4% | -1.4% | +4.3% |
| 6M | +79.5% | +137.5% | -58.0% | +29.7% |
| YTD | +59.8% | +193.1% | -133.3% | +3.7% |
| 1Y | +121.7% | +240.3% | -118.6% | +35.5% |
| 3Y | +240.8% | +262.2% | -21.4% | +86.2% |
| All | +240.8% | +261.2% | -20.4% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling