+637.1%
TWLO vs STT
+293.3%
+343.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +5.6% | +5.1% | +0.5% | +3.4% |
| 30D | -24.6% | -0.2% | -24.4% | -24.4% |
| 3M | -14.0% | -8.1% | -5.8% | -10.6% |
| 6M | +10.1% | +16.6% | -6.6% | +2.8% |
| YTD | +49.2% | +37.8% | +11.4% | +28.8% |
| 1Y | +65.2% | +46.8% | +18.4% | +38.7% |
| 3Y | +260.7% | +181.2% | +79.5% | +130.0% |
| 5Y | -30.2% | +105.1% | -135.4% | -51.2% |
| 10Y | +572.4% | +202.3% | +370.1% | +297.6% |
| All | +637.1% | +293.3% | +343.8% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling