+702.8%
TWLO vs VNQ
+63.5%
+639.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.4% |
| 7D | -3.9% | -2.6% | -1.3% | -1.9% |
| 30D | -9.7% | -2.3% | -7.4% | -8.2% |
| 3M | +11.6% | -2.8% | +14.4% | +13.6% |
| 6M | +84.7% | +2.5% | +82.2% | +79.4% |
| YTD | +62.5% | +8.4% | +54.0% | +50.4% |
| 1Y | +121.7% | +6.8% | +114.9% | +107.6% |
| 3Y | +253.0% | +29.9% | +223.1% | +183.1% |
| 5Y | -32.5% | +7.2% | -39.7% | -36.7% |
| 10Y | +312.7% | +62.5% | +250.2% | +207.1% |
| All | +702.8% | +63.5% | +639.3% | +419.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling