+64.3%
TWLO vs SPYG
+10.8%
+53.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.5% |
| 7D | -15.9% | -2.8% | -13.1% | -13.0% |
| 30D | -29.0% | -6.2% | -22.9% | -23.9% |
| 3M | +10.0% | -3.6% | +13.6% | +15.1% |
| 6M | +12.6% | +4.8% | +7.8% | +9.0% |
| YTD | +50.1% | +11.0% | +39.1% | +39.5% |
| 1Y | +64.3% | +11.2% | +53.0% | +52.5% |
| All | +64.3% | +10.8% | +53.4% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling