-28.5%
VST vs TWLO
+59.4%
-87.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +7.3% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | -17.1% | -28.6% | +11.5% | -17.8% |
| 3M | -4.6% | -14.4% | +9.8% | -4.7% |
| 6M | -9.1% | +2.4% | -11.5% | -8.2% |
| YTD | -16.6% | +45.3% | -61.9% | -19.3% |
| All | -28.5% | +59.4% | -87.9% | -31.2% |
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