+25.2%
VZ vs TWLO
+60.3%
-35.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.0% |
| 7D | +6.9% | -15.9% | +22.8% | +5.4% |
| 30D | +2.3% | -29.0% | +31.3% | -0.2% |
| 3M | 0.0% | +10.0% | -10.0% | +0.7% |
| 6M | +0.2% | +12.6% | -12.3% | +1.3% |
| YTD | +20.9% | +50.1% | -29.2% | +27.5% |
| 1Y | +25.2% | +64.3% | -39.0% | +33.3% |
| All | +25.2% | +60.3% | -35.1% | +33.3% |
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 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