+261.4%
TWLO vs VFC
+50.0%
+211.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.2% |
| 7D | +4.5% | +1.6% | +2.9% | +4.2% |
| 30D | -22.1% | +25.5% | -47.6% | -25.9% |
| 3M | -15.3% | +41.3% | -56.6% | -21.7% |
| 6M | +9.7% | +22.2% | -12.6% | +3.6% |
| YTD | +48.5% | +16.4% | +32.1% | +40.9% |
| 1Y | +70.3% | +38.4% | +31.9% | +54.3% |
| 3Y | +261.4% | +56.2% | +205.2% | +201.0% |
| All | +261.4% | +50.0% | +211.4% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling