+1,179.1%
VST vs TWLO
+569.2%
+609.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.2% |
| 7D | +19.2% | +5.6% | +13.6% | +18.4% |
| 30D | -17.2% | -24.6% | +7.5% | -14.7% |
| 3M | -8.1% | -14.0% | +5.8% | -7.2% |
| 6M | -8.1% | +10.1% | -18.2% | -10.6% |
| YTD | -16.3% | +49.2% | -65.4% | -22.2% |
| 1Y | -24.1% | +65.2% | -89.3% | -30.4% |
| 3Y | +300.2% | +260.7% | +39.6% | +232.9% |
| 5Y | +645.9% | -30.2% | +676.1% | +587.3% |
| All | +1,179.1% | +569.2% | +609.9% | +778.6% |
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