+709.2%
TWLO vs VSAT
+7.2%
+702.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.0% | -8.1% | -4.0% |
| 7D | -2.0% | +11.8% | -13.8% | -4.1% |
| 30D | +20.6% | -7.0% | +27.6% | +21.8% |
| 3M | -1.5% | +3.3% | -4.8% | -4.1% |
| 6M | +89.4% | +57.4% | +32.0% | +66.6% |
| YTD | +63.8% | +118.6% | -54.8% | +33.1% |
| 1Y | +119.7% | +150.2% | -30.5% | +71.7% |
| 3Y | +256.1% | +160.7% | +95.4% | +144.2% |
| 5Y | -36.6% | +51.2% | -87.7% | -53.8% |
| 10Y | +304.3% | -0.7% | +305.0% | +242.0% |
| All | +709.2% | +7.2% | +702.0% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling