+20.3%
VZ vs TWLO
+67.1%
-46.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.5% | +4.5% | -3.1% | +1.9% |
| 30D | +4.4% | -22.1% | +26.5% | +2.4% |
| 3M | -2.4% | -15.3% | +13.0% | -3.5% |
| 6M | +1.4% | +9.7% | -8.2% | +2.2% |
| YTD | +21.4% | +48.5% | -27.1% | +27.9% |
| 1Y | +20.3% | +70.3% | -50.1% | +28.2% |
| All | +20.3% | +67.1% | -46.8% | +28.2% |
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