+55.9%
VZ vs TWLO
+272.8%
-216.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -0.9% |
| 7D | +2.1% | -1.5% | +3.6% | +2.1% |
| 30D | +1.4% | -26.0% | +27.4% | +0.1% |
| 3M | -1.3% | +4.6% | -5.8% | -1.1% |
| 6M | -0.5% | +5.5% | -6.1% | -0.3% |
| YTD | +19.6% | +42.0% | -22.4% | +21.8% |
| 1Y | +22.4% | +58.5% | -36.1% | +24.8% |
| 3Y | +55.9% | +279.7% | -223.8% | +60.4% |
| All | +55.9% | +272.8% | -216.9% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling