-32.3%
TWLO vs VTV
+80.6%
-113.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -2.7% |
| 7D | -2.4% | -1.1% | -1.3% | -0.9% |
| 30D | -7.8% | -1.0% | -6.8% | -6.5% |
| 3M | +10.0% | +4.6% | +5.4% | +3.0% |
| 6M | +79.5% | +13.5% | +66.0% | +48.6% |
| YTD | +59.8% | +18.5% | +41.3% | +23.2% |
| 1Y | +121.7% | +22.9% | +98.8% | +61.8% |
| 3Y | +240.8% | +67.8% | +173.0% | +50.9% |
| All | -32.3% | +80.6% | -113.0% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling