+81.7%
SPY vs TWLO
-35.1%
+116.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -1.4% | -9.1% | +7.8% | -0.2% |
| 3M | +3.7% | +11.0% | -7.3% | +1.6% |
| 6M | +13.0% | +79.4% | -66.4% | +2.3% |
| YTD | +12.4% | +59.7% | -47.3% | +3.1% |
| 1Y | +18.5% | +112.3% | -93.8% | +3.6% |
| 3Y | +77.6% | +247.0% | -169.3% | +39.9% |
| 5Y | +81.7% | -35.6% | +117.3% | +66.4% |
| All | +81.7% | -35.1% | +116.8% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling