+689.1%
TWLO vs VGT
+874.4%
-185.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +0.2% | +1.5% | -1.3% | -1.5% |
| 30D | -9.1% | +0.5% | -9.7% | -9.7% |
| 3M | +11.0% | +5.3% | +5.7% | +2.6% |
| 6M | +79.4% | +32.4% | +46.9% | +25.1% |
| YTD | +59.7% | +28.6% | +31.1% | +15.5% |
| 1Y | +112.3% | +37.6% | +74.7% | +41.1% |
| 3Y | +247.0% | +125.5% | +121.5% | +18.0% |
| 5Y | -35.6% | +135.2% | -170.8% | -78.2% |
| 10Y | +305.7% | +812.9% | -507.2% | -80.2% |
| All | +689.1% | +874.4% | -185.3% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling