-32.3%
TWLO vs VIAV
+139.8%
-172.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.8% |
| 7D | -2.4% | +11.2% | -13.6% | -6.1% |
| 30D | -7.8% | -10.1% | +2.3% | -5.6% |
| 3M | +10.0% | -22.9% | +32.9% | +15.7% |
| 6M | +79.5% | +28.8% | +50.7% | +45.6% |
| YTD | +59.8% | +117.5% | -57.6% | -5.2% |
| 1Y | +121.7% | +216.1% | -94.4% | +4.0% |
| 3Y | +240.8% | +292.2% | -51.4% | +24.3% |
| All | -32.3% | +139.8% | -172.1% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling