+54.3%
VXUS vs TWLO
-35.1%
+89.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | +4.8% | +11.0% | -6.2% | +3.2% |
| 6M | +11.3% | +79.4% | -68.0% | +3.4% |
| YTD | +16.5% | +59.7% | -43.2% | +9.3% |
| 1Y | +24.3% | +112.3% | -88.1% | +12.4% |
| 3Y | +74.5% | +247.0% | -172.5% | +45.5% |
| 5Y | +54.3% | -35.6% | +89.9% | +44.6% |
| All | +54.3% | -35.1% | +89.4% | +44.6% |
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