+738.9%
STM vs TWLO
+780.4%
-41.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +12.0% | +4.5% | +7.5% | +10.9% |
| 30D | -0.4% | -22.1% | +21.7% | +5.2% |
| 3M | -13.2% | -15.3% | +2.1% | -10.6% |
| 6M | -26.1% | +9.7% | -35.7% | -29.3% |
| YTD | +81.2% | +48.5% | +32.7% | +59.0% |
| 1Y | +98.3% | +70.3% | +28.0% | +68.3% |
| 3Y | +16.7% | +261.4% | -244.7% | -20.7% |
| 5Y | -4.8% | -30.6% | +25.7% | -13.9% |
| 10Y | +468.8% | +569.2% | -100.4% | +216.0% |
| All | +738.9% | +780.4% | -41.5% | +349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling