+64.3%
TWLO vs Z
-54.2%
+118.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.6% | -2.4% |
| 7D | -15.9% | +10.2% | -26.0% | -18.1% |
| 30D | -29.0% | +23.7% | -52.7% | -33.7% |
| 3M | +10.0% | -6.6% | +16.6% | +12.0% |
| 6M | +12.6% | -23.0% | +35.6% | +23.8% |
| YTD | +50.1% | -50.3% | +100.4% | +89.8% |
| 1Y | +64.3% | -53.6% | +117.8% | +108.3% |
| All | +64.3% | -54.2% | +118.4% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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