+83.9%
VUG vs TWLO
+252.1%
-168.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.8% |
| 7D | -1.9% | -3.9% | +2.0% | -1.3% |
| 30D | -1.6% | -9.7% | +8.1% | -0.1% |
| 3M | +4.4% | +11.6% | -7.2% | +1.9% |
| 6M | +13.2% | +84.7% | -71.5% | -0.4% |
| YTD | +7.5% | +62.5% | -55.0% | -3.5% |
| 1Y | +12.5% | +121.7% | -109.2% | -5.5% |
| All | +83.9% | +252.1% | -168.1% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling