+21.1%
STM vs TWLO
+238.8%
-217.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.1% |
| 7D | +5.2% | -1.2% | +6.4% | +5.4% |
| 30D | -7.4% | -6.4% | -1.0% | -6.3% |
| 3M | -30.6% | +6.3% | -36.9% | -32.1% |
| 6M | +66.4% | +76.4% | -10.1% | +41.4% |
| YTD | +101.1% | +58.8% | +42.3% | +74.9% |
| 1Y | +97.4% | +107.1% | -9.7% | +58.4% |
| 3Y | +21.1% | +245.0% | -223.8% | -22.5% |
| All | +21.1% | +238.8% | -217.6% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling