+689.7%
TWLO vs VTRS
-54.7%
+744.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -2.4% | -2.2% | -0.2% | -1.8% |
| 30D | -7.8% | +3.3% | -11.1% | -8.7% |
| 3M | +10.0% | +2.0% | +8.0% | +9.1% |
| 6M | +79.5% | +19.9% | +59.5% | +69.5% |
| YTD | +59.8% | +35.7% | +24.1% | +45.3% |
| 1Y | +121.7% | +68.1% | +53.6% | +89.5% |
| 3Y | +240.8% | +87.1% | +153.7% | +172.2% |
| 5Y | -33.6% | +47.6% | -81.2% | -44.7% |
| 10Y | +306.0% | -48.2% | +354.2% | +332.5% |
| All | +689.7% | -54.7% | +744.4% | +842.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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