+163.8%
VEA vs TWLO
+847.0%
-683.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +0.4% | -9.1% | +9.6% | +1.3% |
| 3M | +4.8% | +11.0% | -6.2% | +3.3% |
| 6M | +11.3% | +79.4% | -68.1% | +3.7% |
| YTD | +17.4% | +59.7% | -42.3% | +10.4% |
| 1Y | +26.2% | +112.3% | -86.1% | +14.9% |
| 3Y | +77.7% | +247.0% | -169.2% | +50.7% |
| 5Y | +60.9% | -35.6% | +96.5% | +53.2% |
| 10Y | +163.6% | +305.7% | -142.1% | +99.9% |
| All | +163.8% | +847.0% | -683.2% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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