-30.2%
TWLO vs VT
+58.5%
-88.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.2% |
| 7D | +5.6% | +2.9% | +2.7% | +0.5% |
| 30D | -24.6% | -2.5% | -22.1% | -20.7% |
| 3M | -14.0% | -3.3% | -10.6% | -8.3% |
| 6M | +10.1% | +1.5% | +8.5% | +6.9% |
| YTD | +49.2% | +11.4% | +37.8% | +21.7% |
| 1Y | +65.2% | +11.9% | +53.3% | +33.5% |
| 3Y | +260.7% | +73.9% | +186.8% | +24.7% |
| 5Y | -30.2% | +57.9% | -88.1% | -68.6% |
| All | -30.2% | +58.5% | -88.8% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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