+36.4%
UPS vs TWLO
+312.8%
-276.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -2.0% | -2.4% | +0.5% | -1.7% |
| 30D | -2.0% | -7.8% | +5.9% | -1.3% |
| 3M | -6.2% | +10.0% | -16.3% | -7.4% |
| 6M | +2.8% | +79.5% | -76.7% | -3.8% |
| YTD | +5.9% | +59.8% | -53.9% | -0.1% |
| 1Y | +26.2% | +121.7% | -95.4% | +14.9% |
| 3Y | -26.0% | +240.8% | -266.8% | -36.8% |
| 5Y | -34.3% | -33.6% | -0.7% | -38.1% |
| All | +36.4% | +312.8% | -276.4% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling