+572.9%
TWLO vs Z
-16.5%
+589.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -1.8% |
| 7D | +4.5% | +0.8% | +3.7% | +4.0% |
| 30D | -22.1% | +5.2% | -27.3% | -24.7% |
| 3M | -15.3% | -17.0% | +1.7% | -11.0% |
| 6M | +9.7% | -22.7% | +32.3% | +17.3% |
| YTD | +48.5% | -56.3% | +104.8% | +97.1% |
| 1Y | +70.3% | -57.7% | +128.0% | +127.7% |
| 3Y | +261.4% | -16.5% | +278.0% | +250.4% |
| 5Y | -30.6% | -53.4% | +22.8% | -18.7% |
| All | +572.9% | -16.5% | +589.3% | +460.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling