+238.6%
TWLO vs STZ
-50.2%
+288.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | -2.3% |
| 7D | -1.2% | -7.4% | +6.2% | -0.2% |
| 30D | -6.4% | -10.9% | +4.5% | -5.0% |
| 3M | +6.3% | -13.4% | +19.7% | +8.1% |
| 6M | +76.4% | -16.2% | +92.6% | +78.5% |
| YTD | +58.8% | -10.4% | +69.3% | +56.0% |
| 1Y | +107.1% | -14.8% | +121.9% | +105.7% |
| All | +238.6% | -50.2% | +288.8% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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