+64.3%
TWLO vs STRL
-30.1%
+94.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -21.5% | +21.3% | +1.3% |
| 7D | -15.9% | -27.1% | +11.2% | -14.2% |
| 30D | -29.0% | -45.8% | +16.7% | -26.7% |
| 3M | +10.0% | -47.6% | +57.7% | +13.8% |
| 6M | +12.6% | -46.4% | +59.0% | +13.8% |
| YTD | +50.1% | -7.4% | +57.5% | +44.7% |
| 1Y | +64.3% | -25.9% | +90.1% | +66.2% |
| All | +64.3% | -30.1% | +94.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling