+689.1%
TWLO vs SPYG
+432.6%
+256.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.1% |
| 7D | +0.2% | +0.3% | -0.1% | -0.2% |
| 30D | -9.1% | -1.7% | -7.5% | -6.9% |
| 3M | +11.0% | +3.6% | +7.3% | +4.8% |
| 6M | +79.4% | +16.6% | +62.8% | +43.7% |
| YTD | +59.7% | +13.4% | +46.4% | +33.1% |
| 1Y | +112.3% | +19.6% | +92.7% | +64.4% |
| 3Y | +247.0% | +99.8% | +147.2% | +26.2% |
| 5Y | -35.6% | +85.0% | -120.5% | -72.2% |
| 10Y | +305.7% | +422.1% | -116.4% | -68.5% |
| All | +689.1% | +432.6% | +256.5% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling