-32.5%
TWLO vs VSH
+64.5%
-97.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.0% |
| 7D | -3.9% | +3.1% | -7.0% | -4.8% |
| 30D | -9.7% | -5.7% | -4.0% | -8.5% |
| 3M | +11.6% | -42.5% | +54.1% | +27.4% |
| 6M | +84.7% | +82.7% | +2.0% | +38.1% |
| YTD | +62.5% | +118.2% | -55.7% | +11.0% |
| 1Y | +121.7% | +109.7% | +12.0% | +52.8% |
| 3Y | +253.0% | +35.3% | +217.7% | +179.5% |
| 5Y | -32.5% | +65.6% | -98.1% | -56.3% |
| All | -32.5% | +64.5% | -97.0% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling