+924.9%
VLO vs TWLO
+312.8%
+612.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +5.3% | -2.4% | +7.7% | +5.5% |
| 30D | +18.2% | -7.8% | +26.0% | +19.0% |
| 3M | +53.3% | +10.0% | +43.3% | +51.4% |
| 6M | +70.4% | +79.5% | -9.0% | +60.1% |
| YTD | +143.4% | +59.8% | +83.5% | +130.5% |
| 1Y | +153.0% | +121.7% | +31.3% | +131.5% |
| 3Y | +195.0% | +240.8% | -45.8% | +154.4% |
| 5Y | +618.8% | -33.6% | +652.4% | +599.9% |
| All | +924.9% | +312.8% | +612.1% | +603.1% |
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