-24.1%
VST vs TWLO
+61.4%
-85.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.8% |
| 7D | +19.2% | +5.6% | +13.6% | +19.2% |
| 30D | -17.2% | -24.6% | +7.5% | -17.8% |
| 3M | -8.1% | -14.0% | +5.8% | -8.3% |
| 6M | -8.1% | +10.1% | -18.2% | -7.2% |
| YTD | -16.3% | +49.2% | -65.4% | -18.9% |
| 1Y | -24.1% | +65.2% | -89.3% | -26.8% |
| All | -24.1% | +61.4% | -85.5% | -26.8% |
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