+301.0%
TWLO vs VYM
+209.2%
+91.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.3% |
| 7D | -2.4% | -0.8% | -1.6% | -1.6% |
| 30D | -7.8% | -2.2% | -5.6% | -5.6% |
| 3M | +10.0% | +3.1% | +7.0% | +6.7% |
| 6M | +79.5% | +9.7% | +69.8% | +63.2% |
| YTD | +59.8% | +14.9% | +44.9% | +38.1% |
| 1Y | +121.7% | +17.6% | +104.1% | +87.3% |
| 3Y | +240.8% | +65.3% | +175.5% | +106.9% |
| 5Y | -33.6% | +78.7% | -112.3% | -61.4% |
| All | +301.0% | +209.2% | +91.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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