+684.6%
TWLO vs VALE
+567.5%
+117.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.5% |
| 7D | -1.2% | +2.9% | -4.1% | -2.0% |
| 30D | -6.4% | +8.8% | -15.2% | -8.4% |
| 3M | +6.3% | +6.8% | -0.5% | +4.1% |
| 6M | +76.4% | +6.9% | +69.5% | +72.2% |
| YTD | +58.8% | +22.8% | +36.0% | +48.8% |
| 1Y | +107.1% | +61.3% | +45.8% | +81.2% |
| 3Y | +245.0% | +53.3% | +191.7% | +201.3% |
| 5Y | -36.0% | +44.9% | -80.8% | -45.4% |
| 10Y | +293.2% | +486.8% | -193.6% | +104.2% |
| All | +684.6% | +567.5% | +117.1% | +266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling