+155.9%
VXUS vs TWLO
+871.2%
-715.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | +1.0% | -2.0% | +3.0% | +1.2% |
| 30D | +2.2% | +20.6% | -18.4% | -0.1% |
| 3M | +3.0% | -1.5% | +4.5% | +2.6% |
| 6M | +10.7% | +89.4% | -78.8% | +2.5% |
| YTD | +17.8% | +63.8% | -46.0% | +10.5% |
| 1Y | +27.6% | +119.7% | -92.2% | +15.5% |
| 3Y | +73.3% | +256.1% | -182.8% | +46.1% |
| 5Y | +54.3% | -36.6% | +90.9% | +47.5% |
| 10Y | +149.8% | +304.3% | -154.5% | +89.0% |
| All | +155.9% | +871.2% | -715.2% | +76.8% |
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 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