+662.3%
TWLO vs STLD
+1,051.0%
-388.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +2.1% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -22.4% | -0.1% | -22.3% | -22.3% |
| 3M | -14.2% | -9.2% | -5.1% | -12.2% |
| 6M | +10.5% | +1.8% | +8.8% | +9.1% |
| YTD | +54.3% | +42.1% | +12.2% | +37.8% |
| 1Y | +68.0% | +58.5% | +9.5% | +45.4% |
| 3Y | +273.0% | +128.2% | +144.8% | +186.3% |
| 5Y | -26.3% | +288.2% | -314.6% | -52.1% |
| 10Y | +595.4% | +799.8% | -204.4% | +228.6% |
| All | +662.3% | +1,051.0% | -388.6% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling