+709.2%
TWLO vs VO
+207.8%
+501.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.8% |
| 7D | -2.0% | -0.3% | -1.8% | -1.6% |
| 30D | +20.6% | -0.3% | +20.9% | +21.5% |
| 3M | -1.5% | +2.9% | -4.5% | -5.6% |
| 6M | +89.4% | +9.3% | +80.1% | +66.3% |
| YTD | +63.8% | +14.2% | +49.6% | +34.9% |
| 1Y | +119.7% | +15.3% | +104.5% | +79.2% |
| 3Y | +256.1% | +56.2% | +199.9% | +91.2% |
| 5Y | -36.6% | +42.4% | -79.0% | -58.7% |
| 10Y | +304.3% | +194.7% | +109.6% | +0.7% |
| All | +709.2% | +207.8% | +501.5% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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