+54.0%
UNP vs TWLO
-34.2%
+88.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.3% |
| 7D | -1.2% | -3.9% | +2.7% | -0.9% |
| 30D | -2.0% | -9.7% | +7.7% | -1.4% |
| 3M | +7.5% | +11.6% | -4.1% | +6.5% |
| 6M | +15.3% | +84.7% | -69.3% | +9.9% |
| YTD | +25.4% | +62.5% | -37.1% | +20.3% |
| 1Y | +35.6% | +121.7% | -86.1% | +26.6% |
| 3Y | +44.1% | +253.0% | -208.8% | +28.2% |
| 5Y | +54.0% | -32.5% | +86.5% | +37.4% |
| All | +54.0% | -34.2% | +88.1% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 5y: compounded portfolio wealth divided by compounded TWLO 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…
5y analysis · Full analysis span regression · 6 months rolling