+329.7%
SPYM vs TWLO
+847.0%
-517.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -1.4% | -9.1% | +7.8% | -0.3% |
| 3M | +3.7% | +11.0% | -7.3% | +1.8% |
| 6M | +13.0% | +79.4% | -66.3% | +3.3% |
| YTD | +12.5% | +59.7% | -47.3% | +4.0% |
| 1Y | +18.6% | +112.3% | -93.7% | +5.2% |
| 3Y | +78.0% | +247.0% | -168.9% | +44.5% |
| 5Y | +82.3% | -35.6% | +117.9% | +71.7% |
| 10Y | +322.9% | +305.7% | +17.2% | +203.3% |
| All | +329.7% | +847.0% | -517.3% | +193.5% |
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 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