+633.6%
TWLO vs SPG
+88.0%
+545.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.5% | +2.0% | +2.6% | +4.0% |
| 30D | -22.1% | +17.2% | -39.3% | -25.4% |
| 3M | -15.3% | +6.3% | -21.6% | -16.8% |
| 6M | +9.7% | +18.7% | -9.0% | +4.3% |
| YTD | +48.5% | +30.1% | +18.4% | +37.3% |
| 1Y | +70.3% | +32.8% | +37.6% | +56.7% |
| 3Y | +261.4% | +133.6% | +127.8% | +188.2% |
| 5Y | -30.6% | +84.4% | -115.0% | -42.9% |
| 10Y | +569.2% | +114.3% | +454.9% | +453.1% |
| All | +633.6% | +88.0% | +545.6% | +490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling