+307.6%
TWLO vs STRL
+6,846.4%
-6,538.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | -3.9% | +5.4% | -9.3% | -4.8% |
| 30D | -9.7% | -9.0% | -0.7% | -8.6% |
| 3M | +11.6% | -37.1% | +48.7% | +18.1% |
| 6M | +84.7% | +17.8% | +66.9% | +69.6% |
| YTD | +62.5% | +58.3% | +4.2% | +40.1% |
| 1Y | +121.7% | +61.0% | +60.7% | +88.7% |
| 3Y | +253.0% | +517.8% | -264.8% | +121.0% |
| 5Y | -32.5% | +2,119.0% | -2,151.5% | -67.7% |
| All | +307.6% | +6,846.4% | -6,538.8% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling