+58.7%
VZ vs TWLO
+871.2%
-812.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.9% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +7.9% | +20.6% | -12.7% | +7.6% |
| 3M | +13.6% | -1.5% | +15.2% | +13.6% |
| 6M | +1.1% | +89.4% | -88.3% | +0.1% |
| YTD | +29.3% | +63.8% | -34.5% | +28.3% |
| 1Y | +21.2% | +119.7% | -98.5% | +19.7% |
| 3Y | +75.9% | +256.1% | -180.2% | +70.8% |
| 5Y | +24.1% | -36.6% | +60.6% | +22.3% |
| 10Y | +62.4% | +304.3% | -241.9% | +52.5% |
| All | +58.7% | +871.2% | -812.5% | +45.9% |
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