+76.5%
VUG vs TWLO
-34.2%
+110.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.9% |
| 7D | -1.9% | -3.9% | +2.0% | -1.1% |
| 30D | -1.6% | -9.7% | +8.1% | +0.3% |
| 3M | +4.4% | +11.6% | -7.2% | +1.2% |
| 6M | +13.2% | +84.7% | -71.5% | -2.7% |
| YTD | +7.5% | +62.5% | -55.0% | -5.5% |
| 1Y | +12.5% | +121.7% | -109.2% | -8.3% |
| 3Y | +86.0% | +253.0% | -167.0% | +30.7% |
| 5Y | +76.5% | -32.5% | +109.0% | +60.8% |
| All | +76.5% | -34.2% | +110.7% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling