+246.5%
TWLO vs SPXU
-79.4%
+325.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +2.6% |
| 7D | -3.9% | +6.4% | -10.2% | -1.1% |
| 30D | -9.7% | +5.9% | -15.6% | -7.0% |
| 3M | +11.6% | -11.7% | +23.3% | +6.4% |
| 6M | +84.7% | -28.7% | +113.4% | +62.1% |
| YTD | +62.5% | -26.4% | +88.8% | +46.0% |
| 1Y | +121.7% | -35.2% | +156.9% | +90.4% |
| All | +246.5% | -79.4% | +325.9% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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