+301.0%
TWLO vs SPYG
+424.6%
-123.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -2.7% |
| 7D | -2.4% | -0.9% | -1.5% | -1.3% |
| 30D | -7.8% | -1.5% | -6.3% | -5.8% |
| 3M | +10.0% | +3.7% | +6.3% | +4.0% |
| 6M | +79.5% | +16.4% | +63.0% | +44.3% |
| YTD | +59.8% | +13.3% | +46.5% | +33.5% |
| 1Y | +121.7% | +17.9% | +103.8% | +75.6% |
| 3Y | +240.8% | +98.3% | +142.5% | +26.6% |
| 5Y | -33.6% | +86.4% | -120.0% | -71.5% |
| All | +301.0% | +424.6% | -123.6% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling