+55.0%
TWLO vs VG
-44.6%
+99.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +4.5% | +14.0% | -9.4% | +3.3% |
| 30D | -22.1% | -1.0% | -21.1% | -22.3% |
| 3M | -15.3% | -2.7% | -12.6% | -15.5% |
| 6M | +9.7% | +1.5% | +8.2% | +8.1% |
| YTD | +48.5% | +93.7% | -45.2% | +29.5% |
| 1Y | +70.3% | +68.5% | +1.8% | +51.5% |
| All | +55.0% | -44.6% | +99.6% | +28.9% |
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