+75.4%
SPY vs TWLO
+252.1%
-176.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -2.0% | -3.9% | +1.9% | -1.5% |
| 30D | -1.7% | -9.7% | +8.0% | -0.6% |
| 3M | +4.7% | +11.6% | -6.9% | +2.9% |
| 6M | +12.5% | +84.7% | -72.2% | +2.2% |
| YTD | +11.7% | +62.5% | -50.8% | +3.0% |
| 1Y | +17.5% | +121.7% | -104.2% | +2.8% |
| All | +75.4% | +252.1% | -176.7% | +38.4% |
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