+246.5%
TWLO vs SPY
+75.5%
+171.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.5% |
| 7D | -3.9% | -2.0% | -1.9% | -1.2% |
| 30D | -9.7% | -1.7% | -8.0% | -7.5% |
| 3M | +11.6% | +4.7% | +6.9% | +4.8% |
| 6M | +84.7% | +12.5% | +72.2% | +57.4% |
| YTD | +62.5% | +11.7% | +50.8% | +39.9% |
| 1Y | +121.7% | +17.5% | +104.2% | +79.0% |
| All | +246.5% | +75.5% | +171.0% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling