-32.5%
TWLO vs VIG
+61.5%
-93.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.5% |
| 7D | -3.9% | -2.2% | -1.7% | -0.2% |
| 30D | -9.7% | -3.2% | -6.5% | -4.6% |
| 3M | +11.6% | +3.0% | +8.6% | +6.2% |
| 6M | +84.7% | +8.1% | +76.6% | +61.9% |
| YTD | +62.5% | +9.1% | +53.4% | +40.1% |
| 1Y | +121.7% | +12.6% | +109.1% | +81.2% |
| 3Y | +253.0% | +55.4% | +197.6% | +63.7% |
| 5Y | -32.5% | +62.8% | -95.3% | -70.9% |
| All | -32.5% | +61.5% | -93.9% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling