+119.7%
TWLO vs VIAV
+200.0%
-80.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.7% | -6.8% | -3.3% |
| 7D | -2.0% | -4.6% | +2.6% | -1.8% |
| 30D | +20.6% | -10.4% | +31.0% | +20.8% |
| 3M | -1.5% | -34.5% | +32.9% | +1.2% |
| 6M | +89.4% | +7.0% | +82.5% | +85.6% |
| YTD | +63.8% | +95.6% | -31.8% | +46.8% |
| 1Y | +119.7% | +197.2% | -77.5% | +81.5% |
| All | +119.7% | +200.0% | -80.3% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 1y: compounded portfolio wealth divided by compounded VIAV 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…
1y analysis · Full analysis span regression · 6 months rolling