+709.2%
TWLO vs STT
+337.5%
+371.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | +20.6% | +3.9% | +16.7% | +18.6% |
| 3M | -1.5% | +20.0% | -21.5% | -9.3% |
| 6M | +89.4% | +55.3% | +34.1% | +55.6% |
| YTD | +63.8% | +53.3% | +10.5% | +34.9% |
| 1Y | +119.7% | +74.7% | +45.0% | +71.0% |
| 3Y | +256.1% | +205.8% | +50.3% | +118.7% |
| 5Y | -36.6% | +145.0% | -181.6% | -58.6% |
| 10Y | +304.3% | +266.0% | +38.3% | +116.7% |
| All | +709.2% | +337.5% | +371.7% | +296.7% |
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