-32.3%
TWLO vs SPXL
+141.8%
-174.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.1% | -3.0% |
| 7D | -2.4% | -2.5% | +0.1% | -1.1% |
| 30D | -7.8% | -4.2% | -3.6% | -5.5% |
| 3M | +10.0% | +8.1% | +1.9% | +4.5% |
| 6M | +79.5% | +35.6% | +43.9% | +48.2% |
| YTD | +59.8% | +28.8% | +31.0% | +35.3% |
| 1Y | +121.7% | +39.8% | +81.8% | +78.5% |
| 3Y | +240.8% | +221.4% | +19.4% | +51.0% |
| All | -32.3% | +141.8% | -174.2% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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