-32.5%
TWLO vs STZ
-37.5%
+5.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.2% |
| 7D | -3.9% | -4.1% | +0.2% | -2.7% |
| 30D | -9.7% | -7.6% | -2.1% | -7.8% |
| 3M | +11.6% | -12.3% | +23.9% | +15.5% |
| 6M | +84.7% | -16.3% | +101.0% | +91.7% |
| YTD | +62.5% | -8.4% | +70.8% | +60.1% |
| 1Y | +121.7% | -10.8% | +132.5% | +120.3% |
| 3Y | +253.0% | -49.0% | +302.0% | +346.2% |
| 5Y | -32.5% | -36.5% | +4.0% | -24.9% |
| All | -32.5% | -37.5% | +5.0% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling