+702.8%
TWLO vs UMC
+1,761.9%
-1,059.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.5% |
| 7D | -3.9% | +11.4% | -15.3% | -7.3% |
| 30D | -9.7% | +16.8% | -26.5% | -14.5% |
| 3M | +11.6% | +19.1% | -7.5% | +1.0% |
| 6M | +84.7% | +137.4% | -52.8% | +27.6% |
| YTD | +62.5% | +186.4% | -123.9% | +2.7% |
| 1Y | +121.7% | +229.1% | -107.4% | +33.1% |
| 3Y | +253.0% | +257.9% | -4.9% | +101.0% |
| 5Y | -32.5% | +137.5% | -170.0% | -57.4% |
| 10Y | +312.7% | +1,808.2% | -1,495.4% | +30.3% |
| All | +702.8% | +1,761.9% | -1,059.1% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling