+2.2%
SPGI vs TWLO
-35.1%
+37.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.6% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +2.0% | -9.1% | +11.2% | +3.3% |
| 3M | +4.3% | +11.0% | -6.7% | +2.3% |
| 6M | -0.2% | +79.4% | -79.6% | -9.5% |
| YTD | -14.8% | +59.7% | -74.5% | -21.7% |
| 1Y | -18.5% | +112.3% | -130.9% | -28.5% |
| 3Y | +16.0% | +247.0% | -231.0% | -8.0% |
| 5Y | +2.2% | -35.6% | +37.8% | -6.9% |
| All | +2.2% | -35.1% | +37.3% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling