+790.3%
VLO vs TWLO
+566.1%
+224.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +9.6% | +4.5% | +5.1% | +9.2% |
| 30D | -17.4% | -22.1% | +4.7% | -15.8% |
| 3M | +10.8% | -15.3% | +26.1% | +11.7% |
| 6M | +56.9% | +9.7% | +47.3% | +53.8% |
| YTD | +136.8% | +48.5% | +88.3% | +124.1% |
| 1Y | +120.7% | +70.3% | +50.3% | +106.0% |
| 3Y | +231.9% | +261.4% | -29.5% | +182.1% |
| 5Y | +479.0% | -30.6% | +509.6% | +459.2% |
| All | +790.3% | +566.1% | +224.3% | +494.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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