-32.3%
TWLO vs ITOT
+74.3%
-106.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -3.1% |
| 7D | -2.4% | -0.9% | -1.5% | -0.9% |
| 30D | -7.8% | -1.5% | -6.4% | -5.4% |
| 3M | +10.0% | +3.6% | +6.5% | +3.5% |
| 6M | +79.5% | +13.7% | +65.8% | +43.4% |
| YTD | +59.8% | +12.9% | +46.9% | +29.2% |
| 1Y | +121.7% | +17.2% | +104.5% | +68.7% |
| 3Y | +240.8% | +75.6% | +165.2% | +22.1% |
| All | -32.3% | +74.3% | -106.6% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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