+58.2%
TWLO vs VG
+32.8%
+25.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | -0.1% | +2.3% |
| 7D | -0.5% | -8.3% | +7.9% | -0.6% |
| 30D | -28.6% | -10.3% | -18.3% | -28.8% |
| 3M | -14.4% | -10.8% | -3.6% | -14.6% |
| 6M | +2.4% | +3.5% | -1.0% | +2.8% |
| YTD | +45.3% | +74.0% | -28.7% | +48.5% |
| All | +58.2% | +32.8% | +25.4% | +59.9% |
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 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