+97.0%
STM vs TWLO
+68.8%
+28.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.1% |
| 7D | +1.4% | +2.8% | -1.4% | +1.1% |
| 30D | -8.4% | -22.4% | +14.0% | -5.5% |
| 3M | -15.8% | -14.2% | -1.6% | -14.5% |
| 6M | -22.8% | +10.5% | -33.4% | -24.0% |
| YTD | +79.4% | +54.3% | +25.1% | +67.4% |
| 1Y | +97.0% | +68.0% | +29.0% | +79.3% |
| All | +97.0% | +68.8% | +28.1% | +79.3% |
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