-5.7%
STM vs TWLO
-30.6%
+24.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.5% |
| 7D | -7.9% | +0.2% | -8.1% | -7.8% |
| 30D | -14.1% | -26.0% | +11.9% | -7.9% |
| 3M | -17.6% | -14.3% | -3.3% | -15.3% |
| 6M | -24.2% | +6.2% | -30.4% | -27.2% |
| YTD | +73.3% | +50.6% | +22.7% | +49.5% |
| 1Y | +90.1% | +64.0% | +26.1% | +60.0% |
| 3Y | +10.3% | +264.1% | -253.7% | -29.5% |
| 5Y | -5.7% | -27.9% | +22.2% | -19.2% |
| All | -5.7% | -30.6% | +24.9% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling