+350.4%
STX vs TWLO
+115.0%
+235.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.7% |
| 7D | +8.0% | -3.9% | +11.9% | +8.1% |
| 30D | +5.1% | -9.7% | +14.8% | +5.4% |
| 3M | +5.8% | +11.6% | -5.9% | +5.3% |
| 6M | +124.9% | +84.7% | +40.3% | +110.9% |
| YTD | +213.9% | +62.5% | +151.4% | +197.4% |
| 1Y | +350.4% | +121.7% | +228.7% | +331.7% |
| All | +350.4% | +115.0% | +235.4% | +331.7% |
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