+361.1%
VST vs TWLO
+259.3%
+101.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +4.0% |
| 7D | +8.9% | -2.0% | +10.9% | +9.2% |
| 30D | +6.2% | +20.6% | -14.4% | +2.1% |
| 3M | -2.7% | -1.5% | -1.2% | -3.1% |
| 6M | -8.4% | +89.4% | -97.8% | -22.6% |
| YTD | -7.2% | +63.8% | -71.0% | -19.1% |
| 1Y | -20.9% | +119.7% | -140.6% | -37.4% |
| All | +361.1% | +259.3% | +101.8% | +202.3% |
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