+702.8%
TWLO vs VRSK
+132.5%
+570.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.6% |
| 7D | -3.9% | -7.7% | +3.8% | +1.7% |
| 30D | -9.7% | -2.8% | -6.9% | -8.1% |
| 3M | +11.6% | -3.7% | +15.3% | +12.7% |
| 6M | +84.7% | -12.8% | +97.4% | +98.6% |
| YTD | +62.5% | -21.0% | +83.5% | +87.2% |
| 1Y | +121.7% | -32.5% | +154.2% | +184.1% |
| 3Y | +253.0% | -26.5% | +279.5% | +300.9% |
| 5Y | -32.5% | -11.5% | -21.0% | -35.7% |
| 10Y | +312.7% | +125.7% | +187.0% | +45.3% |
| All | +702.8% | +132.5% | +570.3% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling