+481.0%
STX vs TWLO
-29.1%
+510.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.6% |
| 7D | +16.8% | +5.6% | +11.3% | +15.8% |
| 30D | -27.0% | -24.6% | -2.4% | -23.4% |
| 3M | -37.9% | -14.0% | -23.9% | -36.3% |
| 6M | -32.5% | +10.1% | -42.6% | -34.5% |
| YTD | +98.6% | +49.2% | +49.4% | +80.7% |
| 1Y | +93.6% | +65.2% | +28.4% | +72.9% |
| 3Y | +699.1% | +260.7% | +438.4% | +494.3% |
| 5Y | +481.0% | -30.2% | +511.2% | +401.9% |
| All | +481.0% | -29.1% | +510.1% | +401.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling