+65.8%
TWLO vs VG
-38.0%
+103.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.2% | -3.2% |
| 7D | -1.2% | -2.5% | +1.3% | -1.0% |
| 30D | -6.4% | +11.1% | -17.5% | -7.5% |
| 3M | +6.3% | +14.9% | -8.6% | +4.0% |
| 6M | +76.4% | +18.4% | +58.1% | +68.8% |
| YTD | +58.8% | +116.6% | -57.8% | +37.6% |
| 1Y | +107.1% | +9.4% | +97.7% | +99.7% |
| All | +65.8% | -38.0% | +103.8% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling