+64.3%
TWLO vs SPG
+34.3%
+30.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | +0.7% |
| 7D | -15.9% | +8.2% | -24.0% | -13.9% |
| 30D | -29.0% | +13.5% | -42.5% | -26.7% |
| 3M | +10.0% | +2.2% | +7.8% | +11.7% |
| 6M | +12.6% | +15.9% | -3.3% | +17.7% |
| YTD | +50.1% | +27.6% | +22.5% | +55.5% |
| 1Y | +64.3% | +30.9% | +33.3% | +67.3% |
| All | +64.3% | +34.3% | +30.0% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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