+307.6%
TWLO vs STLA
+51.6%
+256.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.9% | -3.8% | -0.1% | -2.8% |
| 30D | -9.7% | -3.1% | -6.6% | -9.0% |
| 3M | +11.6% | -19.6% | +31.2% | +17.8% |
| 6M | +84.7% | -23.5% | +108.2% | +95.4% |
| YTD | +62.5% | -51.5% | +114.0% | +93.3% |
| 1Y | +121.7% | -39.7% | +161.4% | +143.0% |
| 3Y | +253.0% | -66.3% | +319.3% | +346.1% |
| 5Y | -32.5% | -63.1% | +30.7% | -19.7% |
| All | +307.6% | +51.6% | +256.0% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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