+307.6%
TWLO vs STT
+267.9%
+39.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -3.9% | -1.4% | -2.5% | -3.3% |
| 30D | -9.7% | +2.2% | -11.9% | -10.5% |
| 3M | +11.6% | +18.8% | -7.2% | +3.3% |
| 6M | +84.7% | +57.9% | +26.8% | +51.2% |
| YTD | +62.5% | +51.0% | +11.5% | +35.1% |
| 1Y | +121.7% | +77.1% | +44.6% | +72.1% |
| 3Y | +253.0% | +199.8% | +53.1% | +120.2% |
| 5Y | -32.5% | +156.0% | -188.4% | -56.2% |
| All | +307.6% | +267.9% | +39.8% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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