+119.7%
TWLO vs STRL
+76.3%
+43.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.8% | -8.9% | -3.5% |
| 7D | -2.0% | +3.4% | -5.4% | -2.3% |
| 30D | +20.6% | -9.2% | +29.8% | +21.2% |
| 3M | -1.5% | -51.0% | +49.5% | +3.0% |
| 6M | +89.4% | +15.8% | +73.7% | +80.4% |
| YTD | +63.8% | +58.9% | +4.9% | +48.2% |
| 1Y | +119.7% | +68.5% | +51.2% | +94.9% |
| All | +119.7% | +76.3% | +43.5% | +94.9% |
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