-35.6%
TWLO vs STT
+158.4%
-194.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | +1.0% | -0.8% | -0.4% |
| 30D | -9.1% | +2.8% | -11.9% | -10.8% |
| 3M | +11.0% | +18.1% | -7.1% | -1.0% |
| 6M | +79.4% | +59.2% | +20.2% | +31.2% |
| YTD | +59.7% | +51.5% | +8.3% | +19.8% |
| 1Y | +112.3% | +75.7% | +36.7% | +43.9% |
| 3Y | +247.0% | +200.8% | +46.2% | +61.3% |
| 5Y | -35.6% | +155.8% | -191.4% | -69.5% |
| All | -35.6% | +158.4% | -194.0% | -69.5% |
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