+689.1%
TWLO vs VCLT
+21.2%
+667.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -9.1% | +0.1% | -9.3% | -9.2% |
| 3M | +11.0% | -2.9% | +13.9% | +13.6% |
| 6M | +79.4% | -4.0% | +83.3% | +85.5% |
| YTD | +59.7% | -2.2% | +62.0% | +62.6% |
| 1Y | +112.3% | -2.6% | +114.9% | +116.4% |
| 3Y | +247.0% | +12.3% | +234.7% | +213.9% |
| 5Y | -35.6% | -16.4% | -19.2% | -28.5% |
| 10Y | +305.7% | +18.1% | +287.6% | +315.8% |
| All | +689.1% | +21.2% | +667.9% | +774.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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