+430.8%
VUG vs TWLO
+841.6%
-410.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | +0.2% |
| 7D | +0.9% | -1.2% | +2.1% | +1.0% |
| 30D | -1.4% | -6.4% | +4.9% | -0.5% |
| 3M | +2.3% | +6.3% | -4.0% | +0.4% |
| 6M | +15.7% | +76.4% | -60.8% | +2.4% |
| YTD | +8.6% | +58.8% | -50.2% | -2.5% |
| 1Y | +14.1% | +107.1% | -93.0% | -3.0% |
| 3Y | +87.9% | +245.0% | -157.1% | +41.0% |
| 5Y | +76.3% | -36.0% | +112.3% | +63.4% |
| 10Y | +409.7% | +293.2% | +116.5% | +244.9% |
| All | +430.8% | +841.6% | -410.8% | +241.3% |
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 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