+98.8%
STM vs TWLO
+115.0%
-16.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | -1.1% | -3.9% | +2.8% | -0.6% |
| 30D | -7.8% | -9.7% | +1.9% | -6.7% |
| 3M | -28.2% | +11.6% | -39.8% | -29.6% |
| 6M | +52.0% | +84.7% | -32.7% | +35.9% |
| YTD | +96.4% | +62.5% | +33.9% | +79.7% |
| 1Y | +98.8% | +121.7% | -22.9% | +67.9% |
| All | +98.8% | +115.0% | -16.2% | +67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling