+240.6%
TWLO vs VSAT
+199.8%
+40.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +1.3% |
| 7D | +0.2% | +3.5% | -3.3% | -0.3% |
| 30D | -9.1% | -14.7% | +5.6% | -7.7% |
| 3M | +11.0% | +13.2% | -2.2% | +8.0% |
| 6M | +79.4% | +57.4% | +22.0% | +65.5% |
| YTD | +59.7% | +110.0% | -50.3% | +40.9% |
| 1Y | +112.3% | +134.4% | -22.1% | +83.9% |
| All | +240.6% | +199.8% | +40.8% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 3y: compounded portfolio wealth divided by compounded VSAT 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…
3y analysis · Full analysis span regression · 6 months rolling