+328.0%
UNP vs TWLO
+780.4%
-452.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +4.2% | +4.5% | -0.3% | +3.9% |
| 30D | +5.6% | -22.1% | +27.7% | +7.4% |
| 3M | +2.0% | -15.3% | +17.4% | +2.8% |
| 6M | +15.4% | +9.7% | +5.7% | +13.2% |
| YTD | +32.7% | +48.5% | -15.8% | +25.9% |
| 1Y | +39.4% | +70.3% | -30.9% | +30.5% |
| 3Y | +54.3% | +261.4% | -207.1% | +32.0% |
| 5Y | +39.6% | -30.6% | +70.2% | +33.6% |
| 10Y | +288.9% | +569.2% | -280.4% | +173.4% |
| All | +328.0% | +780.4% | -452.4% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling