-35.6%
TWLO vs STLA
-63.2%
+27.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.2% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -9.1% | -5.2% | -3.9% | -7.8% |
| 3M | +11.0% | -24.9% | +35.9% | +20.5% |
| 6M | +79.4% | -25.2% | +104.5% | +92.3% |
| YTD | +59.7% | -51.4% | +111.1% | +95.7% |
| 1Y | +112.3% | -40.7% | +153.0% | +135.1% |
| 3Y | +247.0% | -66.3% | +313.2% | +351.5% |
| 5Y | -35.6% | -63.2% | +27.7% | -29.6% |
| All | -35.6% | -63.2% | +27.6% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling