+139.6%
VXUS vs TWLO
+780.4%
-640.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +2.1% | +4.5% | -2.4% | +1.7% |
| 30D | -1.1% | -22.1% | +21.0% | +1.1% |
| 3M | -5.6% | -15.3% | +9.7% | -4.6% |
| 6M | -2.3% | +9.7% | -11.9% | -4.3% |
| YTD | +10.4% | +48.5% | -38.1% | +4.0% |
| 1Y | +13.1% | +70.3% | -57.3% | +4.9% |
| 3Y | +68.0% | +261.4% | -193.4% | +40.8% |
| 5Y | +45.8% | -30.6% | +76.4% | +37.9% |
| 10Y | +144.7% | +569.2% | -424.5% | +78.1% |
| All | +139.6% | +780.4% | -640.8% | +66.4% |
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