+84.7%
TWLO vs ITOT
+12.5%
+72.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.5% |
| 7D | -3.9% | -2.0% | -1.8% | -1.5% |
| 30D | -9.7% | -2.0% | -7.7% | -7.5% |
| 3M | +11.6% | +4.5% | +7.1% | +7.0% |
| 6M | +84.7% | +12.6% | +72.0% | +64.1% |
| All | +84.7% | +12.5% | +72.2% | +64.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling