+702.8%
TWLO vs SPYG
+428.1%
+274.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.9% |
| 7D | -3.9% | -1.8% | -2.1% | -1.5% |
| 30D | -9.7% | -1.9% | -7.8% | -7.1% |
| 3M | +11.6% | +5.2% | +6.5% | +3.4% |
| 6M | +84.7% | +15.6% | +69.1% | +49.8% |
| YTD | +62.5% | +12.4% | +50.1% | +37.0% |
| 1Y | +121.7% | +17.5% | +104.3% | +76.0% |
| 3Y | +253.0% | +98.1% | +154.9% | +29.9% |
| 5Y | -32.5% | +84.9% | -117.4% | -70.9% |
| 10Y | +312.7% | +417.7% | -105.0% | -67.6% |
| All | +702.8% | +428.1% | +274.7% | -40.0% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling