+240.6%
TWLO vs STLA
-66.8%
+307.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.9% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | -9.1% | -5.2% | -3.9% | -8.4% |
| 3M | +11.0% | -24.9% | +35.9% | +16.2% |
| 6M | +79.4% | -25.2% | +104.5% | +86.4% |
| YTD | +59.7% | -51.4% | +111.1% | +80.5% |
| 1Y | +112.3% | -40.7% | +153.0% | +124.5% |
| All | +240.6% | -66.8% | +307.4% | +267.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling