+614.6%
VLO vs TWLO
-35.1%
+649.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.1% |
| 3M | +53.9% | +11.0% | +42.9% | +52.5% |
| 6M | +81.7% | +79.4% | +2.3% | +74.2% |
| YTD | +142.5% | +59.7% | +82.7% | +133.8% |
| 1Y | +145.4% | +112.3% | +33.1% | +131.5% |
| 3Y | +197.3% | +247.0% | -49.6% | +168.7% |
| 5Y | +614.6% | -35.6% | +650.2% | +607.2% |
| All | +614.6% | -35.1% | +649.7% | +607.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling