+3,476.8%
STX vs TWLO
+319.6%
+3,157.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.9% |
| 7D | +8.0% | -3.9% | +11.9% | +8.5% |
| 30D | +5.1% | -9.7% | +14.8% | +6.4% |
| 3M | +5.8% | +11.6% | -5.9% | +2.9% |
| 6M | +124.9% | +84.7% | +40.3% | +101.2% |
| YTD | +213.9% | +62.5% | +151.4% | +185.1% |
| 1Y | +350.4% | +121.7% | +228.7% | +288.1% |
| 3Y | +1,314.2% | +253.0% | +1,061.2% | +1,006.0% |
| 5Y | +1,092.8% | -32.5% | +1,125.3% | +996.7% |
| All | +3,476.8% | +319.6% | +3,157.2% | +2,191.9% |
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 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