+599.2%
TWLO vs STRL
+3,846.1%
-3,246.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.5% | +1.7% |
| 7D | +2.8% | +7.1% | -4.3% | +1.4% |
| 30D | -22.4% | -39.4% | +17.0% | -16.5% |
| 3M | -14.2% | -43.0% | +28.7% | -7.5% |
| 6M | +10.5% | -65.0% | +75.5% | +26.8% |
| YTD | +54.3% | -0.8% | +55.1% | +41.2% |
| 1Y | +68.0% | -20.3% | +88.3% | +59.5% |
| 3Y | +273.0% | +356.5% | -83.5% | +138.8% |
| 5Y | -26.3% | +952.8% | -979.2% | -61.6% |
| All | +599.2% | +3,846.1% | -3,246.9% | +202.7% |
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