+77.9%
VUG vs TWLO
+261.1%
-183.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +2.5% | +4.5% | -2.0% | +1.8% |
| 30D | -6.3% | -22.1% | +15.8% | -3.0% |
| 3M | -6.0% | -15.3% | +9.3% | -4.4% |
| 6M | -3.5% | +9.7% | -13.2% | -6.6% |
| YTD | +3.9% | +48.5% | -44.6% | -5.7% |
| 1Y | +5.1% | +70.3% | -65.2% | -7.1% |
| 3Y | +77.9% | +261.4% | -183.5% | +34.3% |
| All | +77.9% | +261.1% | -183.2% | +34.3% |
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