-33.6%
TWLO vs UPST
+7.9%
-41.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.8% |
| 7D | -2.0% | -3.5% | +1.5% | -1.4% |
| 30D | +20.6% | -7.1% | +27.7% | +22.1% |
| 3M | -1.5% | -13.1% | +11.5% | +0.5% |
| 6M | +89.4% | -1.1% | +90.5% | +88.3% |
| YTD | +63.8% | -35.9% | +99.6% | +74.0% |
| 1Y | +119.7% | -57.4% | +177.1% | +148.2% |
| 3Y | +256.1% | -14.9% | +271.0% | +219.3% |
| 5Y | -36.6% | -88.7% | +52.1% | -40.9% |
| All | -33.6% | +7.9% | -41.5% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling