+252.8%
SPOT vs TWLO
+512.3%
-259.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -3.1% | -2.4% | -0.7% | -2.4% |
| 30D | +7.4% | -7.8% | +15.2% | +9.6% |
| 3M | +8.2% | +10.0% | -1.9% | +3.5% |
| 6M | +2.2% | +79.5% | -77.3% | -18.3% |
| YTD | -9.5% | +59.8% | -69.3% | -25.3% |
| 1Y | -23.8% | +121.7% | -145.5% | -44.2% |
| 3Y | +233.5% | +240.8% | -7.3% | +99.2% |
| 5Y | +112.2% | -33.6% | +145.8% | +90.1% |
| All | +252.8% | +512.3% | -259.5% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling