+123.9%
SBUX vs TWLO
+312.8%
-188.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | -5.5% | -2.4% | -3.1% | -5.2% |
| 30D | -8.5% | -7.8% | -0.7% | -7.6% |
| 3M | -2.9% | +10.0% | -12.9% | -4.8% |
| 6M | -1.5% | +79.5% | -81.0% | -10.8% |
| YTD | +19.4% | +59.8% | -40.5% | +9.5% |
| 1Y | +22.9% | +121.7% | -98.7% | +7.0% |
| 3Y | +11.3% | +240.8% | -229.5% | -11.3% |
| 5Y | -6.9% | -33.6% | +26.7% | -12.9% |
| All | +123.9% | +312.8% | -188.9% | +62.2% |
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