+65.5%
VZ vs TWLO
+580.6%
-515.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.8% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +10.6% | -28.6% | +39.2% | +10.7% |
| 3M | -0.6% | -14.4% | +13.8% | -0.6% |
| 6M | +0.7% | +2.4% | -1.7% | +0.5% |
| YTD | +20.6% | +45.3% | -24.7% | +19.8% |
| 1Y | +22.7% | +61.8% | -39.1% | +21.7% |
| 3Y | +57.2% | +269.0% | -211.8% | +52.6% |
| 5Y | +21.4% | -33.5% | +54.9% | +19.1% |
| 10Y | +65.5% | +549.6% | -484.1% | +56.6% |
| All | +65.5% | +580.6% | -515.1% | +56.6% |
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