+301.0%
TWLO vs VSH
+196.4%
+104.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.8% | -3.7% |
| 7D | -2.4% | +4.8% | -7.2% | -4.0% |
| 30D | -7.8% | -0.7% | -7.1% | -8.1% |
| 3M | +10.0% | -43.1% | +53.1% | +28.4% |
| 6M | +79.5% | +91.8% | -12.3% | +30.2% |
| YTD | +59.8% | +131.6% | -71.8% | +5.5% |
| 1Y | +121.7% | +118.1% | +3.6% | +48.8% |
| 3Y | +240.8% | +40.9% | +199.9% | +156.7% |
| 5Y | -33.6% | +75.8% | -109.4% | -55.7% |
| All | +301.0% | +196.4% | +104.6% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling