+1,002.6%
VST vs TWLO
+225.4%
+777.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.5% | +10.0% | +10.5% |
| 7D | -9.8% | -1.5% | -8.3% | -9.6% |
| 30D | -25.1% | -26.0% | +0.9% | -22.7% |
| 3M | -11.6% | +4.6% | -16.1% | -12.9% |
| 6M | -20.9% | +5.5% | -26.5% | -22.7% |
| YTD | -22.3% | +42.0% | -64.3% | -27.4% |
| 1Y | -32.0% | +58.5% | -90.5% | -37.4% |
| 3Y | +262.4% | +279.7% | -17.3% | +200.4% |
| 5Y | +563.4% | -35.0% | +598.3% | +516.1% |
| 10Y | +1,120.7% | +539.9% | +580.8% | +738.4% |
| All | +1,002.6% | +225.4% | +777.2% | +683.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling