+301.0%
TWLO vs SCHG
+459.0%
-158.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.8% |
| 7D | -2.4% | -1.0% | -1.4% | -1.0% |
| 30D | -7.8% | -1.3% | -6.5% | -6.0% |
| 3M | +10.0% | +5.4% | +4.6% | +2.2% |
| 6M | +79.5% | +14.4% | +65.1% | +49.0% |
| YTD | +59.8% | +8.0% | +51.8% | +44.2% |
| 1Y | +121.7% | +12.7% | +108.9% | +88.9% |
| 3Y | +240.8% | +85.6% | +155.2% | +39.5% |
| 5Y | -33.6% | +85.5% | -119.1% | -71.1% |
| All | +301.0% | +459.0% | -158.0% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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