-42.3%
TWLO vs VSXY
+37.7%
-80.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.3% |
| 7D | +0.2% | -10.7% | +10.9% | +2.1% |
| 30D | -9.1% | -24.3% | +15.1% | -4.3% |
| 3M | +11.0% | +1.0% | +10.0% | +9.6% |
| 6M | +79.4% | +57.4% | +22.0% | +54.9% |
| YTD | +59.7% | +39.8% | +19.9% | +40.1% |
| 1Y | +112.3% | +196.5% | -84.1% | +51.8% |
| 3Y | +247.0% | +357.2% | -110.3% | +92.6% |
| 5Y | -35.6% | +18.9% | -54.5% | -50.5% |
| All | -42.3% | +37.7% | -80.0% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling