+1,972.8%
STX vs TWLO
+566.1%
+1,406.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +14.6% | +4.5% | +10.0% | +13.9% |
| 30D | -26.0% | -22.1% | -3.9% | -23.0% |
| 3M | -42.6% | -15.3% | -27.3% | -41.2% |
| 6M | -35.3% | +9.7% | -44.9% | -37.0% |
| YTD | +92.5% | +48.5% | +44.0% | +77.2% |
| 1Y | +102.4% | +70.3% | +32.0% | +82.5% |
| 3Y | +673.8% | +261.4% | +412.4% | +502.1% |
| 5Y | +463.1% | -30.6% | +493.6% | +419.7% |
| All | +1,972.8% | +566.1% | +1,406.8% | +1,167.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling