+549.6%
TWLO vs STLD
+779.4%
-229.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +1.7% |
| 7D | -0.5% | -9.7% | +9.2% | +2.3% |
| 30D | -28.6% | -4.5% | -24.1% | -27.7% |
| 3M | -14.4% | -13.1% | -1.3% | -11.3% |
| 6M | +2.4% | -2.8% | +5.2% | +2.4% |
| YTD | +45.3% | +35.3% | +9.9% | +31.4% |
| 1Y | +61.8% | +51.4% | +10.5% | +41.8% |
| 3Y | +269.0% | +117.9% | +151.1% | +186.5% |
| 5Y | -33.5% | +272.6% | -306.1% | -56.3% |
| 10Y | +549.6% | +782.2% | -232.6% | +221.0% |
| All | +549.6% | +779.4% | -229.8% | +221.0% |
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