-39.8%
TWLO vs UPST
-24.8%
-15.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | +4.5% | -10.6% | +15.2% | +6.5% |
| 30D | -22.1% | -14.0% | -8.1% | -20.2% |
| 3M | -15.3% | -36.8% | +21.5% | -8.6% |
| 6M | +9.7% | -27.5% | +37.2% | +15.0% |
| YTD | +48.5% | -55.3% | +103.8% | +67.5% |
| 1Y | +70.3% | -47.5% | +117.9% | +86.5% |
| 3Y | +261.4% | -10.4% | +271.9% | +225.2% |
| 5Y | -30.6% | -92.6% | +62.0% | -31.0% |
| All | -39.8% | -24.8% | -15.0% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling