+709.2%
TWLO vs STRL
+9,309.9%
-8,600.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.8% | -8.9% | -4.0% |
| 7D | -2.0% | +3.4% | -5.4% | -2.6% |
| 30D | +20.6% | -9.2% | +29.8% | +22.1% |
| 3M | -1.5% | -51.0% | +49.5% | +8.4% |
| 6M | +89.4% | +15.8% | +73.7% | +74.7% |
| YTD | +63.8% | +58.9% | +4.9% | +41.6% |
| 1Y | +119.7% | +68.5% | +51.2% | +86.0% |
| 3Y | +256.1% | +485.2% | -229.1% | +127.4% |
| 5Y | -36.6% | +2,005.1% | -2,041.7% | -68.9% |
| 10Y | +304.3% | +7,118.0% | -6,813.6% | +87.9% |
| All | +709.2% | +9,309.9% | -8,600.6% | +428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling