+123.8%
STX vs TWLO
+60.3%
+63.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.1% | -8.0% | -8.1% |
| 7D | -20.2% | -15.9% | -4.3% | -18.3% |
| 30D | -37.2% | -29.0% | -8.2% | -34.7% |
| 3M | -34.1% | +10.0% | -44.1% | -33.5% |
| 6M | -24.5% | +12.6% | -37.0% | -24.6% |
| YTD | +102.9% | +50.1% | +52.8% | +100.2% |
| 1Y | +123.8% | +64.3% | +59.5% | +102.8% |
| All | +123.8% | +60.3% | +63.5% | +102.8% |
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