+61.1%
VZ vs TWLO
+293.5%
-232.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.6% |
| 7D | +0.2% | -1.2% | +1.4% | +0.2% |
| 30D | +7.1% | -6.4% | +13.5% | +7.2% |
| 3M | +12.8% | +6.3% | +6.5% | +12.7% |
| 6M | +1.8% | +76.4% | -74.6% | +1.0% |
| YTD | +30.0% | +58.8% | -28.8% | +29.1% |
| 1Y | +24.3% | +107.1% | -82.8% | +22.8% |
| 3Y | +84.3% | +245.0% | -160.7% | +79.1% |
| 5Y | +25.9% | -36.0% | +61.9% | +24.0% |
| 10Y | +61.1% | +293.2% | -232.1% | +53.0% |
| All | +61.1% | +293.5% | -232.5% | +53.0% |
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