+702.8%
TWLO vs VYM
+208.5%
+494.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.3% |
| 7D | -3.9% | -1.9% | -2.0% | -2.0% |
| 30D | -9.7% | -2.6% | -7.1% | -7.2% |
| 3M | +11.6% | +3.6% | +8.0% | +7.6% |
| 6M | +84.7% | +8.7% | +76.0% | +69.2% |
| YTD | +62.5% | +14.1% | +48.4% | +41.0% |
| 1Y | +121.7% | +17.8% | +103.9% | +86.2% |
| 3Y | +253.0% | +64.5% | +188.5% | +112.6% |
| 5Y | -32.5% | +77.5% | -110.0% | -61.1% |
| 10Y | +312.7% | +206.1% | +106.6% | +7.5% |
| All | +702.8% | +208.5% | +494.3% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling