+112.3%
TWLO vs UPST
-62.0%
+174.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.9% |
| 7D | +0.2% | -8.1% | +8.3% | +2.9% |
| 30D | -9.1% | -14.3% | +5.2% | -4.8% |
| 3M | +11.0% | -16.6% | +27.6% | +16.7% |
| 6M | +79.4% | -7.3% | +86.6% | +81.5% |
| YTD | +59.7% | -40.8% | +100.5% | +80.6% |
| 1Y | +112.3% | -62.4% | +174.8% | +178.1% |
| All | +112.3% | -62.0% | +174.4% | +178.1% |
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