+73.3%
VZ vs TWLO
+569.2%
-495.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | +0.9% | +5.6% | -4.7% | +0.9% |
| 30D | +6.9% | -24.6% | +31.6% | +7.1% |
| 3M | +0.6% | -14.0% | +14.6% | +0.6% |
| 6M | +0.3% | +10.1% | -9.8% | 0.0% |
| YTD | +21.9% | +49.2% | -27.3% | +21.1% |
| 1Y | +21.7% | +65.2% | -43.5% | +20.7% |
| 3Y | +58.5% | +260.7% | -202.2% | +54.0% |
| 5Y | +22.4% | -30.2% | +52.7% | +20.1% |
| All | +73.3% | +569.2% | -495.9% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling