+275.6%
TWLO vs STT
+183.8%
+91.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.6% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | -22.4% | -0.4% | -21.9% | -21.9% |
| 3M | -14.2% | -6.5% | -7.8% | -10.9% |
| 6M | +10.5% | +17.2% | -6.7% | -0.2% |
| YTD | +54.3% | +38.2% | +16.1% | +24.2% |
| 1Y | +68.0% | +49.3% | +18.7% | +28.1% |
| All | +275.6% | +183.8% | +91.8% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling