+261.4%
TWLO vs VSH
+31.2%
+230.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.4% |
| 7D | +4.5% | +14.3% | -9.8% | +1.4% |
| 30D | -22.1% | -7.9% | -14.2% | -21.0% |
| 3M | -15.3% | -19.9% | +4.5% | -12.5% |
| 6M | +9.7% | -30.5% | +40.2% | +13.0% |
| YTD | +48.5% | +85.7% | -37.2% | +17.3% |
| 1Y | +70.3% | +98.9% | -28.6% | +31.4% |
| 3Y | +261.4% | +32.1% | +229.3% | +190.7% |
| All | +261.4% | +31.2% | +230.2% | +190.7% |
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