+233.5%
SPOT vs TWLO
+246.3%
-12.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -3.1% | -2.4% | -0.7% | -2.6% |
| 30D | +7.4% | -7.8% | +15.2% | +8.8% |
| 3M | +8.2% | +10.0% | -1.9% | +5.3% |
| 6M | +2.2% | +79.5% | -77.3% | -12.3% |
| YTD | -9.5% | +59.8% | -69.3% | -20.6% |
| 1Y | -23.8% | +121.7% | -145.5% | -38.7% |
| 3Y | +233.5% | +240.8% | -7.3% | +138.1% |
| All | +233.5% | +246.3% | -12.8% | +138.1% |
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