+1,238.2%
VST vs TWLO
+263.8%
+974.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +2.0% |
| 7D | +9.9% | -1.2% | +11.1% | +10.0% |
| 30D | +7.9% | -6.4% | +14.3% | +8.5% |
| 3M | +3.4% | +6.3% | -2.9% | +2.0% |
| 6M | -4.1% | +76.4% | -80.5% | -11.9% |
| YTD | -5.7% | +58.8% | -64.5% | -12.5% |
| 1Y | -18.9% | +107.1% | -126.0% | -27.5% |
| 3Y | +359.1% | +245.0% | +114.1% | +284.9% |
| 5Y | +766.9% | -36.0% | +802.8% | +706.1% |
| All | +1,238.2% | +263.8% | +974.4% | +844.1% |
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