-18.9%
VST vs TWLO
+106.8%
-125.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +1.6% |
| 7D | +9.9% | -1.2% | +11.1% | +9.8% |
| 30D | +7.9% | -6.4% | +14.3% | +7.8% |
| 3M | +3.4% | +6.3% | -2.9% | +3.6% |
| 6M | -4.1% | +76.4% | -80.5% | -6.4% |
| YTD | -5.7% | +58.8% | -64.5% | -7.9% |
| 1Y | -18.9% | +107.1% | -126.0% | -22.8% |
| All | -18.9% | +106.8% | -125.7% | -22.8% |
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