+251.0%
SPOT vs TWLO
+511.9%
-260.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.2% |
| 7D | -6.5% | +0.2% | -6.7% | -6.6% |
| 30D | +2.2% | -9.1% | +11.3% | +4.7% |
| 3M | +5.4% | +11.0% | -5.6% | +0.6% |
| 6M | -4.0% | +79.4% | -83.4% | -23.2% |
| YTD | -9.9% | +59.7% | -69.7% | -25.7% |
| 1Y | -27.3% | +112.3% | -139.6% | -46.0% |
| 3Y | +236.4% | +247.0% | -10.6% | +99.8% |
| 5Y | +112.6% | -35.6% | +148.2% | +91.9% |
| All | +251.0% | +511.9% | -260.9% | +103.7% |
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 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