-34.9%
VST vs TWLO
+60.3%
-95.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.1% | -13.7% | -13.8% |
| 7D | -15.7% | -15.9% | +0.2% | -16.0% |
| 30D | -17.0% | -29.0% | +12.1% | -17.8% |
| 3M | -15.9% | +10.0% | -25.9% | -15.3% |
| 6M | -25.0% | +12.6% | -37.6% | -24.3% |
| YTD | -25.1% | +50.1% | -75.2% | -27.2% |
| 1Y | -34.9% | +64.3% | -99.1% | -37.2% |
| All | -34.9% | +60.3% | -95.2% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling