+709.2%
TWLO vs STZ
-2.5%
+711.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -2.0% | -1.9% | -0.1% | -1.4% |
| 30D | +20.6% | -1.9% | +22.5% | +21.3% |
| 3M | -1.5% | -6.2% | +4.7% | +0.1% |
| 6M | +89.4% | -14.0% | +103.4% | +96.0% |
| YTD | +63.8% | -5.1% | +68.9% | +61.8% |
| 1Y | +119.7% | -9.6% | +129.3% | +120.5% |
| 3Y | +256.1% | -47.2% | +303.4% | +330.0% |
| 5Y | -36.6% | -33.6% | -3.0% | -29.8% |
| 10Y | +304.3% | -9.8% | +314.1% | +300.1% |
| All | +709.2% | -2.5% | +711.8% | +612.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling