+48.8%
VZ vs TWLO
+792.9%
-744.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | +0.5% |
| 7D | +2.4% | +0.2% | +2.2% | +2.4% |
| 30D | +11.2% | -26.0% | +37.2% | +11.4% |
| 3M | 0.0% | -14.3% | +14.3% | 0.0% |
| 6M | +1.3% | +6.2% | -4.9% | +1.0% |
| YTD | +21.3% | +50.6% | -29.3% | +20.3% |
| 1Y | +23.9% | +64.0% | -40.1% | +22.8% |
| 3Y | +57.7% | +264.1% | -206.4% | +52.7% |
| 5Y | +21.2% | -27.9% | +49.2% | +19.0% |
| 10Y | +70.6% | +580.0% | -509.5% | +56.8% |
| All | +48.8% | +792.9% | -744.1% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling