+119.7%
TWLO vs VGT
+40.8%
+79.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.4% |
| 7D | -2.0% | +1.0% | -3.0% | -2.8% |
| 30D | +20.6% | +1.3% | +19.3% | +19.5% |
| 3M | -1.5% | -1.1% | -0.4% | -0.1% |
| 6M | +89.4% | +32.6% | +56.8% | +41.7% |
| YTD | +63.8% | +29.0% | +34.8% | +27.1% |
| 1Y | +119.7% | +39.7% | +80.0% | +58.2% |
| All | +119.7% | +40.8% | +79.0% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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