+64.3%
TWLO vs UPST
-48.7%
+113.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -2.9% |
| 7D | -15.9% | -3.1% | -12.7% | -15.0% |
| 30D | -29.0% | -4.0% | -25.1% | -28.1% |
| 3M | +10.0% | -22.9% | +32.9% | +18.3% |
| 6M | +12.6% | -27.1% | +39.7% | +21.8% |
| YTD | +50.1% | -46.5% | +96.6% | +68.6% |
| 1Y | +64.3% | -49.4% | +113.7% | +84.9% |
| All | +64.3% | -48.7% | +113.0% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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