+301.0%
TWLO vs VNQ
+64.0%
+236.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -2.2% |
| 7D | -2.4% | -1.3% | -1.1% | -1.5% |
| 30D | -7.8% | -2.6% | -5.2% | -6.1% |
| 3M | +10.0% | -2.0% | +12.1% | +11.3% |
| 6M | +79.5% | +4.3% | +75.1% | +72.0% |
| YTD | +59.8% | +9.2% | +50.6% | +47.2% |
| 1Y | +121.7% | +5.6% | +116.1% | +109.6% |
| 3Y | +240.8% | +30.8% | +210.0% | +172.1% |
| 5Y | -33.6% | +8.0% | -41.6% | -38.1% |
| All | +301.0% | +64.0% | +236.9% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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