+301.0%
TWLO vs VTR
+99.2%
+201.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -7.8% | +1.1% | -8.9% | -8.0% |
| 3M | +10.0% | +7.9% | +2.1% | +8.0% |
| 6M | +79.5% | +6.2% | +73.3% | +76.1% |
| YTD | +59.8% | +17.7% | +42.1% | +52.9% |
| 1Y | +121.7% | +32.9% | +88.8% | +105.6% |
| 3Y | +240.8% | +129.7% | +111.1% | +176.4% |
| 5Y | -33.6% | +89.3% | -122.9% | -44.3% |
| All | +301.0% | +99.2% | +201.8% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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