+147.3%
VXUS vs TWLO
+312.8%
-165.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | -1.4% | -2.4% | +1.0% | -1.2% |
| 30D | -0.5% | -7.8% | +7.4% | +0.3% |
| 3M | +2.6% | +10.0% | -7.5% | +1.1% |
| 6M | +10.9% | +79.5% | -68.6% | +3.2% |
| YTD | +16.1% | +59.8% | -43.7% | +9.1% |
| 1Y | +22.3% | +121.7% | -99.4% | +10.5% |
| 3Y | +72.0% | +240.8% | -168.8% | +45.4% |
| 5Y | +54.1% | -33.6% | +87.7% | +46.6% |
| All | +147.3% | +312.8% | -165.5% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling