-39.0%
TWLO vs UPST
-21.5%
-17.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.3% | +11.9% | +5.1% |
| 7D | +0.2% | -4.5% | +4.7% | +0.8% |
| 30D | -26.0% | -15.3% | -10.7% | -23.9% |
| 3M | -14.3% | -32.4% | +18.1% | -8.6% |
| 6M | +6.2% | -29.5% | +35.7% | +11.9% |
| YTD | +50.6% | -53.3% | +103.9% | +68.7% |
| 1Y | +64.0% | -47.4% | +111.4% | +79.4% |
| 3Y | +264.1% | -2.2% | +266.3% | +222.6% |
| 5Y | -27.9% | -92.0% | +64.1% | -29.1% |
| All | -39.0% | -21.5% | -17.5% | -48.2% |
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