+314.7%
SPY vs TWLO
+312.8%
+2.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -0.8% | -2.4% | +1.7% | -0.5% |
| 30D | -1.1% | -7.8% | +6.8% | -0.1% |
| 3M | +3.9% | +10.0% | -6.2% | +2.0% |
| 6M | +13.6% | +79.5% | -65.9% | +3.6% |
| YTD | +12.7% | +59.8% | -47.2% | +4.0% |
| 1Y | +17.5% | +121.7% | -104.2% | +3.3% |
| 3Y | +76.9% | +240.8% | -163.9% | +43.2% |
| 5Y | +83.6% | -33.6% | +117.2% | +72.1% |
| All | +314.7% | +312.8% | +2.0% | +192.7% |
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