+463.1%
STM vs TWLO
+606.2%
-143.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.9% |
| 7D | +1.4% | +2.8% | -1.4% | +0.9% |
| 30D | -8.4% | -22.4% | +14.0% | -2.8% |
| 3M | -15.8% | -14.2% | -1.6% | -13.4% |
| 6M | -22.8% | +10.5% | -33.4% | -26.5% |
| YTD | +79.4% | +54.3% | +25.1% | +54.3% |
| 1Y | +97.0% | +68.0% | +29.0% | +65.7% |
| 3Y | +14.2% | +273.0% | -258.8% | -25.5% |
| 5Y | -4.5% | -26.3% | +21.9% | -14.6% |
| 10Y | +463.1% | +595.4% | -132.4% | +165.5% |
| All | +463.1% | +606.2% | -143.1% | +165.5% |
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