+709.2%
TWLO vs STLA
+46.6%
+662.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.5% |
| 7D | -2.0% | +2.6% | -4.6% | -2.7% |
| 30D | +20.6% | -1.2% | +21.8% | +20.7% |
| 3M | -1.5% | -24.8% | +23.2% | +5.8% |
| 6M | +89.4% | -25.6% | +115.0% | +102.0% |
| YTD | +63.8% | -48.9% | +112.7% | +91.5% |
| 1Y | +119.7% | -38.8% | +158.5% | +140.0% |
| 3Y | +256.1% | -64.5% | +320.7% | +342.1% |
| 5Y | -36.6% | -62.4% | +25.9% | -25.1% |
| 10Y | +304.3% | +55.4% | +248.9% | +254.1% |
| All | +709.2% | +46.6% | +662.6% | +617.1% |
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