+301.0%
TWLO vs SPG
+64.5%
+236.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -2.4% | -1.2% | -1.3% | -2.1% |
| 30D | -7.8% | -6.1% | -1.7% | -6.3% |
| 3M | +10.0% | -3.6% | +13.7% | +10.9% |
| 6M | +79.5% | +10.4% | +69.1% | +73.9% |
| YTD | +59.8% | +14.4% | +45.5% | +53.2% |
| 1Y | +121.7% | +16.5% | +105.1% | +111.1% |
| 3Y | +240.8% | +106.8% | +134.0% | +181.2% |
| 5Y | -33.6% | +108.9% | -142.5% | -45.2% |
| All | +301.0% | +64.5% | +236.5% | +272.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling