-26.3%
TWLO vs STT
+109.1%
-135.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.5% |
| 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% | -10.4% |
| 6M | +10.5% | +17.2% | -6.7% | -1.2% |
| YTD | +54.3% | +38.2% | +16.1% | +21.7% |
| 1Y | +68.0% | +49.3% | +18.7% | +25.4% |
| 3Y | +273.0% | +181.9% | +91.1% | +75.2% |
| 5Y | -26.3% | +106.9% | -133.3% | -60.6% |
| All | -26.3% | +109.1% | -135.5% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling