+836.2%
STM vs TWLO
+871.2%
-34.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.6% |
| 7D | +5.8% | -2.0% | +7.8% | +6.2% |
| 30D | -1.0% | +20.6% | -21.6% | -5.8% |
| 3M | -33.3% | -1.5% | -31.7% | -33.7% |
| 6M | +57.4% | +89.4% | -32.1% | +32.0% |
| YTD | +102.2% | +63.8% | +38.4% | +74.7% |
| 1Y | +99.6% | +119.7% | -20.1% | +59.8% |
| 3Y | +14.5% | +256.1% | -241.6% | -21.5% |
| 5Y | +21.4% | -36.6% | +57.9% | +11.8% |
| 10Y | +695.0% | +304.3% | +390.6% | +346.2% |
| All | +836.2% | +871.2% | -34.9% | +393.9% |
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 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