+392.0%
SPGI vs TWLO
+784.6%
-392.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | -0.8% | +5.6% | -6.4% | -1.6% |
| 30D | +14.3% | -24.6% | +38.9% | +18.2% |
| 3M | +14.5% | -14.0% | +28.5% | +15.8% |
| 6M | +17.3% | +10.1% | +7.2% | +13.5% |
| YTD | -4.6% | +49.2% | -53.8% | -12.4% |
| 1Y | +0.8% | +65.2% | -64.5% | -8.9% |
| 3Y | +28.8% | +260.7% | -231.9% | +0.6% |
| 5Y | +14.0% | -30.2% | +44.2% | +6.0% |
| 10Y | +332.5% | +572.4% | -239.9% | +187.3% |
| All | +392.0% | +784.6% | -392.6% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling