+193.8%
VLO vs TWLO
+246.1%
-52.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | +6.2% | +0.2% | +6.1% | +6.2% |
| 30D | +23.5% | -9.1% | +32.6% | +24.3% |
| 3M | +53.9% | +11.0% | +42.9% | +52.2% |
| 6M | +81.7% | +79.4% | +2.3% | +72.3% |
| YTD | +142.5% | +59.7% | +82.7% | +132.0% |
| 1Y | +145.4% | +112.3% | +33.1% | +126.8% |
| All | +193.8% | +246.1% | -52.2% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling