-35.5%
TWLO vs STLD
+255.4%
-290.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -1.5% | -11.1% | +9.7% | +2.1% |
| 30D | -26.0% | -4.8% | -21.2% | -24.9% |
| 3M | +4.6% | -14.6% | +19.1% | +9.4% |
| 6M | +5.5% | -7.4% | +13.0% | +7.0% |
| YTD | +42.0% | +32.6% | +9.5% | +26.9% |
| 1Y | +58.5% | +47.3% | +11.1% | +36.5% |
| 3Y | +279.7% | +107.5% | +172.1% | +181.9% |
| All | -35.5% | +255.4% | -290.9% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling