+301.0%
TWLO vs VIG
+250.0%
+50.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -2.6% |
| 7D | -2.4% | -1.1% | -1.3% | -1.1% |
| 30D | -7.8% | -2.7% | -5.1% | -4.4% |
| 3M | +10.0% | +2.5% | +7.5% | +6.5% |
| 6M | +79.5% | +9.2% | +70.2% | +59.9% |
| YTD | +59.8% | +9.8% | +50.0% | +41.3% |
| 1Y | +121.7% | +12.4% | +109.3% | +90.5% |
| 3Y | +240.8% | +55.9% | +184.9% | +94.9% |
| 5Y | -33.6% | +63.9% | -97.5% | -63.1% |
| All | +301.0% | +250.0% | +50.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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