+576.0%
TWLO vs STLD
+790.2%
-214.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +5.6% | +6.9% | -1.3% | +3.8% |
| 30D | -24.6% | -1.5% | -23.2% | -24.3% |
| 3M | -14.0% | -9.7% | -4.3% | -11.8% |
| 6M | +10.1% | +2.3% | +7.8% | +8.5% |
| YTD | +49.2% | +41.0% | +8.2% | +33.4% |
| 1Y | +65.2% | +51.8% | +13.4% | +44.7% |
| 3Y | +260.7% | +126.4% | +134.2% | +177.0% |
| 5Y | -30.2% | +285.7% | -315.9% | -54.6% |
| All | +576.0% | +790.2% | -214.2% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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