-32.3%
TWLO vs VALE
+40.3%
-72.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | -7.8% | +8.6% | -16.4% | -9.3% |
| 3M | +10.0% | +2.0% | +8.1% | +9.3% |
| 6M | +79.5% | +2.1% | +77.4% | +77.7% |
| YTD | +59.8% | +20.2% | +39.6% | +51.8% |
| 1Y | +121.7% | +55.2% | +66.5% | +99.0% |
| 3Y | +240.8% | +45.9% | +194.9% | +205.3% |
| All | -32.3% | +40.3% | -72.6% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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