+13.5%
SPY vs TWLO
+67.1%
-53.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +2.6% | +4.5% | -2.0% | +2.3% |
| 30D | -2.0% | -22.1% | +20.1% | -0.7% |
| 3M | -2.8% | -15.3% | +12.5% | -2.2% |
| 6M | +2.1% | +9.7% | -7.5% | +1.1% |
| YTD | +11.5% | +48.5% | -37.0% | +6.6% |
| 1Y | +13.5% | +70.3% | -56.9% | +5.5% |
| All | +13.5% | +67.1% | -53.6% | +5.5% |
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