+245.0%
TWLO vs STRL
+531.3%
-286.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.3% | -3.4% |
| 7D | -1.2% | +10.1% | -11.3% | -2.4% |
| 30D | -6.4% | -8.2% | +1.8% | -5.7% |
| 3M | +6.3% | -43.7% | +50.0% | +12.7% |
| 6M | +76.4% | +27.1% | +49.3% | +61.5% |
| YTD | +58.8% | +64.0% | -5.2% | +37.9% |
| 1Y | +107.1% | +75.2% | +31.9% | +76.0% |
| 3Y | +245.0% | +539.9% | -294.9% | +122.8% |
| All | +245.0% | +531.3% | -286.3% | +122.8% |
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 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