+689.1%
TWLO vs ITOT
+309.5%
+379.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.4% |
| 7D | +0.2% | -0.4% | +0.6% | +0.8% |
| 30D | -9.1% | -1.6% | -7.6% | -6.9% |
| 3M | +11.0% | +3.5% | +7.5% | +5.3% |
| 6M | +79.4% | +13.1% | +66.2% | +49.6% |
| YTD | +59.7% | +12.7% | +47.0% | +33.9% |
| 1Y | +112.3% | +18.3% | +94.0% | +66.5% |
| 3Y | +247.0% | +76.4% | +170.6% | +52.4% |
| 5Y | -35.6% | +73.8% | -109.3% | -69.2% |
| 10Y | +305.7% | +301.2% | +4.5% | -46.6% |
| All | +689.1% | +309.5% | +379.6% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling