-32.3%
TWLO vs VRSK
-11.8%
-20.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.4% | -5.2% | +2.7% | +0.5% |
| 30D | -7.8% | -2.3% | -5.5% | -6.7% |
| 3M | +10.0% | -2.9% | +13.0% | +10.4% |
| 6M | +79.5% | -12.8% | +92.3% | +91.0% |
| YTD | +59.8% | -20.8% | +80.7% | +80.8% |
| 1Y | +121.7% | -33.2% | +154.9% | +179.4% |
| 3Y | +240.8% | -26.6% | +267.4% | +273.2% |
| All | -32.3% | -11.8% | -20.6% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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