-42.3%
TWLO vs VSXY
+37.5%
-79.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -7.8% | -18.7% | +10.9% | -4.3% |
| 3M | +10.0% | -4.0% | +14.0% | +9.9% |
| 6M | +79.5% | +67.5% | +12.0% | +52.7% |
| YTD | +59.8% | +39.7% | +20.2% | +40.2% |
| 1Y | +121.7% | +180.0% | -58.3% | +60.8% |
| 3Y | +240.8% | +337.3% | -96.5% | +92.0% |
| 5Y | -33.6% | +22.7% | -56.3% | -49.0% |
| All | -42.3% | +37.5% | -79.8% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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