-30.2%
TWLO vs SPG
+83.3%
-113.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | +5.6% | +3.1% | +2.5% | +3.4% |
| 30D | -24.6% | +16.4% | -41.1% | -32.6% |
| 3M | -14.0% | +7.1% | -21.0% | -18.5% |
| 6M | +10.1% | +16.1% | -6.0% | -2.7% |
| YTD | +49.2% | +30.4% | +18.7% | +18.8% |
| 1Y | +65.2% | +33.0% | +32.3% | +29.4% |
| 3Y | +260.7% | +134.6% | +126.0% | +64.7% |
| 5Y | -30.2% | +84.9% | -115.1% | -64.5% |
| All | -30.2% | +83.3% | -113.5% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling