+264.1%
TWLO vs STRL
+340.9%
-76.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.7% |
| 7D | +0.2% | -19.8% | +20.0% | +2.4% |
| 30D | -26.0% | -43.6% | +17.6% | -21.1% |
| 3M | -14.3% | -45.2% | +30.9% | -8.9% |
| 6M | +6.2% | -65.7% | +71.9% | +18.3% |
| YTD | +50.6% | -5.4% | +56.0% | +37.8% |
| 1Y | +64.0% | -24.7% | +88.7% | +56.1% |
| 3Y | +264.1% | +335.0% | -71.0% | +140.2% |
| All | +264.1% | +340.9% | -76.8% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling