+72.5%
VXUS vs TWLO
+246.1%
-173.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +0.7% | -9.1% | +9.8% | +1.4% |
| 3M | +4.8% | +11.0% | -6.2% | +3.4% |
| 6M | +11.3% | +79.4% | -68.0% | +4.0% |
| YTD | +16.5% | +59.7% | -43.2% | +9.9% |
| 1Y | +24.3% | +112.3% | -88.1% | +13.0% |
| All | +72.5% | +246.1% | -173.5% | +42.2% |
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