+702.8%
TWLO vs VTV
+236.2%
+466.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.5% |
| 7D | -3.9% | -2.1% | -1.8% | -1.8% |
| 30D | -9.7% | -1.3% | -8.4% | -8.4% |
| 3M | +11.6% | +5.6% | +6.0% | +5.2% |
| 6M | +84.7% | +12.4% | +72.3% | +62.7% |
| YTD | +62.5% | +17.6% | +44.8% | +35.8% |
| 1Y | +121.7% | +23.5% | +98.2% | +76.0% |
| 3Y | +253.0% | +67.0% | +186.0% | +105.9% |
| 5Y | -32.5% | +80.5% | -113.0% | -62.4% |
| 10Y | +312.7% | +230.6% | +82.1% | -1.2% |
| All | +702.8% | +236.2% | +466.6% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling