+119.7%
TWLO vs UPST
-56.5%
+176.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.6% |
| 7D | -2.0% | -3.5% | +1.5% | -0.9% |
| 30D | +20.6% | -7.1% | +27.7% | +23.3% |
| 3M | -1.5% | -13.1% | +11.5% | +2.1% |
| 6M | +89.4% | -1.1% | +90.5% | +87.7% |
| YTD | +63.8% | -35.9% | +99.6% | +80.6% |
| 1Y | +119.7% | -57.4% | +177.1% | +171.4% |
| All | +119.7% | -56.5% | +176.2% | +171.4% |
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