+126.2%
SBUX vs TWLO
+841.6%
-715.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.7% | -2.0% |
| 7D | -3.9% | -1.2% | -2.7% | -3.8% |
| 30D | -2.8% | -6.4% | +3.6% | -2.1% |
| 3M | +8.2% | +6.3% | +1.9% | +6.7% |
| 6M | +4.3% | +76.4% | -72.2% | -5.0% |
| YTD | +23.3% | +58.8% | -35.5% | +13.6% |
| 1Y | +24.3% | +107.1% | -82.8% | +9.6% |
| 3Y | +15.5% | +245.0% | -229.5% | -7.4% |
| 5Y | -2.7% | -36.0% | +33.2% | -8.6% |
| 10Y | +128.8% | +293.2% | -164.4% | +69.3% |
| All | +126.2% | +841.6% | -715.4% | +56.1% |
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