-30.6%
TWLO vs SPY
+72.1%
-102.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.1% |
| 7D | +4.5% | +2.6% | +2.0% | +0.1% |
| 30D | -22.1% | -2.0% | -20.1% | -18.9% |
| 3M | -15.3% | -2.8% | -12.5% | -10.6% |
| 6M | +9.7% | +2.1% | +7.5% | +6.3% |
| YTD | +48.5% | +11.5% | +37.0% | +24.2% |
| 1Y | +70.3% | +13.5% | +56.9% | +38.2% |
| 3Y | +261.4% | +77.7% | +183.7% | +29.6% |
| All | -30.6% | +72.1% | -102.7% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling