+240.6%
TWLO vs SPG
+106.5%
+134.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.7% |
| 7D | +0.2% | -1.7% | +1.8% | +0.9% |
| 30D | -9.1% | -6.3% | -2.9% | -6.6% |
| 3M | +11.0% | -2.4% | +13.4% | +11.7% |
| 6M | +79.4% | +9.6% | +69.7% | +68.5% |
| YTD | +59.7% | +14.2% | +45.5% | +45.9% |
| 1Y | +112.3% | +19.3% | +93.0% | +87.8% |
| All | +240.6% | +106.5% | +134.1% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling