+246.5%
TWLO vs VSH
+33.4%
+213.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | -3.9% | +2.8% | -6.6% | -4.5% |
| 30D | -9.7% | -6.0% | -3.7% | -8.7% |
| 3M | +11.6% | -42.6% | +54.3% | +22.8% |
| 6M | +84.7% | +82.1% | +2.6% | +51.0% |
| YTD | +62.5% | +117.5% | -55.1% | +24.1% |
| 1Y | +121.7% | +109.0% | +12.7% | +70.7% |
| All | +246.5% | +33.4% | +213.1% | +195.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling