+64.3%
TWLO vs VGT
+18.8%
+45.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | -15.9% | -6.5% | -9.4% | -9.9% |
| 30D | -29.0% | -10.6% | -18.5% | -21.1% |
| 3M | +10.0% | -3.7% | +13.7% | +15.3% |
| 6M | +12.6% | +10.4% | +2.2% | +2.8% |
| YTD | +50.1% | +23.1% | +27.0% | +25.4% |
| 1Y | +64.3% | +19.9% | +44.4% | +40.7% |
| All | +64.3% | +18.8% | +45.5% | +40.7% |
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