+39.3%
UPS vs TWLO
+841.6%
-802.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -1.5% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | -2.3% | -6.4% | +4.1% | -1.8% |
| 3M | -5.2% | +6.3% | -11.5% | -6.1% |
| 6M | +1.4% | +76.4% | -75.0% | -4.7% |
| YTD | +6.1% | +58.8% | -52.7% | +0.4% |
| 1Y | +27.0% | +107.1% | -80.1% | +16.7% |
| 3Y | -25.9% | +245.0% | -270.9% | -36.5% |
| 5Y | -34.6% | -36.0% | +1.4% | -38.2% |
| 10Y | +36.2% | +293.2% | -257.0% | +6.2% |
| All | +39.3% | +841.6% | -802.3% | +5.0% |
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