-34.1%
TWLO vs UPST
-3.5%
-30.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.3% |
| 7D | -3.9% | -12.0% | +8.1% | -1.8% |
| 30D | -9.7% | -16.0% | +6.3% | -7.0% |
| 3M | +11.6% | -17.2% | +28.8% | +14.9% |
| 6M | +84.7% | -10.9% | +95.5% | +86.9% |
| YTD | +62.5% | -42.6% | +105.1% | +75.9% |
| 1Y | +121.7% | -59.8% | +181.5% | +153.1% |
| 3Y | +253.0% | -17.9% | +270.9% | +218.6% |
| 5Y | -32.5% | -90.7% | +58.2% | -35.7% |
| All | -34.1% | -3.5% | -30.7% | -46.0% |
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