+119.7%
TWLO vs VG
+14.1%
+105.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | -2.0% | +1.7% | -3.7% | -2.0% |
| 30D | +20.6% | +16.0% | +4.6% | +20.2% |
| 3M | -1.5% | +9.7% | -11.3% | -2.0% |
| 6M | +89.4% | +29.6% | +59.9% | +85.0% |
| YTD | +63.8% | +112.0% | -48.2% | +56.0% |
| 1Y | +119.7% | +12.8% | +106.9% | +128.5% |
| All | +119.7% | +14.1% | +105.6% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling