+301.0%
TWLO vs SPY
+322.5%
-21.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.8% |
| 7D | -2.4% | -0.8% | -1.7% | -1.4% |
| 30D | -7.8% | -1.1% | -6.8% | -6.3% |
| 3M | +10.0% | +3.9% | +6.2% | +4.2% |
| 6M | +79.5% | +13.6% | +65.9% | +49.6% |
| YTD | +59.8% | +12.7% | +47.2% | +34.8% |
| 1Y | +121.7% | +17.5% | +104.2% | +76.9% |
| 3Y | +240.8% | +76.9% | +163.9% | +52.8% |
| 5Y | -33.6% | +83.6% | -117.2% | -70.1% |
| All | +301.0% | +322.5% | -21.5% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling