+296.7%
VST vs TWLO
+261.1%
+35.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +6.6% | +4.5% | +2.0% | +5.8% |
| 30D | -12.4% | -22.1% | +9.7% | -9.1% |
| 3M | -9.0% | -15.3% | +6.3% | -7.5% |
| 6M | -6.4% | +9.7% | -16.1% | -10.6% |
| YTD | -17.2% | +48.5% | -65.7% | -27.6% |
| 1Y | -22.0% | +70.3% | -92.4% | -34.7% |
| 3Y | +296.7% | +261.4% | +35.3% | +177.8% |
| All | +296.7% | +261.1% | +35.6% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling