+119.7%
TWLO vs VMC
-8.5%
+128.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.1% |
| 7D | -2.0% | -4.3% | +2.3% | -1.9% |
| 30D | +20.6% | -8.2% | +28.8% | +20.7% |
| 3M | -1.5% | -7.0% | +5.5% | -1.5% |
| 6M | +89.4% | -10.8% | +100.2% | +88.9% |
| YTD | +63.8% | -7.4% | +71.2% | +65.8% |
| 1Y | +119.7% | -9.5% | +129.2% | +125.3% |
| All | +119.7% | -8.5% | +128.3% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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