+14.1%
SPGI vs TWLO
+252.1%
-237.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.1% |
| 7D | -8.9% | -3.9% | -5.0% | -8.5% |
| 30D | +0.6% | -9.7% | +10.3% | +1.8% |
| 3M | +2.0% | +11.6% | -9.6% | +0.1% |
| 6M | +0.1% | +84.7% | -84.6% | -9.3% |
| YTD | -16.4% | +62.5% | -78.9% | -23.2% |
| 1Y | -18.9% | +121.7% | -140.6% | -29.0% |
| All | +14.1% | +252.1% | -237.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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