+1,205.2%
VST vs TWLO
+580.6%
+624.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +7.1% |
| 7D | -0.5% | -0.5% | -0.1% | -0.4% |
| 30D | -17.1% | -28.6% | +11.5% | -14.0% |
| 3M | -4.6% | -14.4% | +9.8% | -3.5% |
| 6M | -9.1% | +2.4% | -11.5% | -10.7% |
| YTD | -16.6% | +45.3% | -61.9% | -22.3% |
| 1Y | -29.5% | +61.8% | -91.3% | -35.2% |
| 3Y | +297.5% | +269.0% | +28.5% | +230.2% |
| 5Y | +654.5% | -33.5% | +688.0% | +598.7% |
| 10Y | +1,205.2% | +549.6% | +655.6% | +801.0% |
| All | +1,205.2% | +580.6% | +624.6% | +801.0% |
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