+240.8%
TWLO vs VTV
+67.6%
+173.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -2.5% |
| 7D | -2.4% | -1.1% | -1.3% | -1.2% |
| 30D | -7.8% | -1.0% | -6.8% | -6.7% |
| 3M | +10.0% | +4.6% | +5.4% | +4.3% |
| 6M | +79.5% | +13.5% | +66.0% | +53.6% |
| YTD | +59.8% | +18.5% | +41.3% | +28.5% |
| 1Y | +121.7% | +22.9% | +98.8% | +69.8% |
| 3Y | +240.8% | +67.8% | +173.0% | +57.7% |
| All | +240.8% | +67.6% | +173.2% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 3y: compounded portfolio wealth divided by compounded VTV 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…
3y analysis · Full analysis span regression · 6 months rolling