+5,159.6%
STX vs TWLO
+871.2%
+4,288.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.1% | +9.5% | +6.8% |
| 7D | +2.4% | -2.0% | +4.4% | +2.6% |
| 30D | +1.4% | +20.6% | -19.2% | -2.2% |
| 3M | -8.2% | -1.5% | -6.7% | -8.9% |
| 6M | +127.0% | +89.4% | +37.6% | +102.0% |
| YTD | +209.1% | +63.8% | +145.4% | +180.3% |
| 1Y | +365.4% | +119.7% | +245.7% | +301.1% |
| 3Y | +1,135.4% | +256.1% | +879.3% | +862.1% |
| 5Y | +991.5% | -36.6% | +1,028.1% | +915.5% |
| 10Y | +3,695.8% | +304.3% | +3,391.5% | +2,342.7% |
| All | +5,159.6% | +871.2% | +4,288.4% | +2,746.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling