+308.8%
VTI vs TWLO
+847.0%
-538.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -1.6% | -9.1% | +7.6% | -0.5% |
| 3M | +3.6% | +11.0% | -7.4% | +1.5% |
| 6M | +13.0% | +79.4% | -66.3% | +2.8% |
| YTD | +12.7% | +59.7% | -47.0% | +3.7% |
| 1Y | +18.4% | +112.3% | -94.0% | +4.3% |
| 3Y | +76.4% | +247.0% | -170.5% | +41.6% |
| 5Y | +73.7% | -35.6% | +109.3% | +63.0% |
| 10Y | +302.5% | +305.7% | -3.2% | +187.8% |
| All | +308.8% | +847.0% | -538.3% | +176.6% |
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