+633.6%
TWLO vs STLA
+0.8%
+632.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | +4.5% | -13.8% | +18.3% | +8.6% |
| 30D | -22.1% | -10.5% | -11.6% | -20.2% |
| 3M | -15.3% | -28.9% | +13.5% | -8.3% |
| 6M | +9.7% | -49.7% | +59.4% | +29.7% |
| YTD | +48.5% | -64.9% | +113.4% | +90.3% |
| 1Y | +70.3% | -64.0% | +134.4% | +115.9% |
| 3Y | +261.4% | -77.4% | +338.8% | +405.0% |
| 5Y | -30.6% | -74.4% | +43.9% | -9.9% |
| 10Y | +569.2% | -6.4% | +575.6% | +548.2% |
| All | +633.6% | +0.8% | +632.9% | +612.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling