-0.3%
SPOT vs TWLO
+60.3%
-60.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +16.6% | -15.9% | +32.4% | +17.6% |
| 30D | +29.9% | -29.0% | +59.0% | +33.2% |
| 3M | +31.3% | +10.0% | +21.2% | +26.7% |
| 6M | +43.2% | +12.6% | +30.7% | +36.9% |
| YTD | +8.1% | +50.1% | -42.0% | -6.0% |
| 1Y | -0.3% | +64.3% | -64.6% | -15.2% |
| All | -0.3% | +60.3% | -60.6% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling