-32.3%
TWLO vs VIVK
-100.0%
+67.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | -1.5% |
| 7D | -2.4% | -4.4% | +2.0% | -2.4% |
| 30D | -7.8% | -40.8% | +33.0% | -7.2% |
| 3M | +10.0% | -94.1% | +104.2% | +13.7% |
| 6M | +79.5% | -98.2% | +177.7% | +86.8% |
| YTD | +59.8% | -98.0% | +157.8% | +64.9% |
| 1Y | +121.7% | -100.0% | +221.6% | +141.0% |
| 3Y | +240.8% | -100.0% | +340.8% | +262.6% |
| All | -32.3% | -100.0% | +67.7% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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