+601.7%
TWLO vs VT
+218.0%
+383.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.2% |
| 7D | -1.5% | -2.3% | +0.8% | +2.0% |
| 30D | -26.0% | -5.0% | -21.0% | -19.7% |
| 3M | +4.6% | -4.9% | +9.4% | +13.4% |
| 6M | +5.5% | -1.5% | +7.1% | +8.0% |
| YTD | +42.0% | +8.5% | +33.5% | +25.1% |
| 1Y | +58.5% | +11.4% | +47.1% | +34.2% |
| 3Y | +279.7% | +70.1% | +209.6% | +73.1% |
| 5Y | -35.0% | +53.7% | -88.7% | -63.8% |
| 10Y | +539.9% | +220.0% | +320.0% | +21.0% |
| All | +601.7% | +218.0% | +383.7% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling