-26.2%
UPS vs TWLO
+252.1%
-278.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.6% |
| 7D | -3.4% | -3.9% | +0.5% | -3.1% |
| 30D | -2.7% | -9.7% | +7.0% | -2.1% |
| 3M | -1.6% | +11.6% | -13.3% | -2.7% |
| 6M | +2.3% | +84.7% | -82.3% | -3.6% |
| YTD | +5.6% | +62.5% | -56.9% | +0.5% |
| 1Y | +27.1% | +121.7% | -94.7% | +16.3% |
| All | -26.2% | +252.1% | -278.3% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling