+240.6%
TWLO vs Z
-37.2%
+277.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +0.2% | -7.1% | +7.3% | +2.9% |
| 30D | -9.1% | -4.8% | -4.4% | -7.8% |
| 3M | +11.0% | -9.3% | +20.3% | +13.7% |
| 6M | +79.4% | -29.0% | +108.3% | +100.5% |
| YTD | +59.7% | -52.9% | +112.6% | +106.8% |
| 1Y | +112.3% | -63.1% | +175.5% | +198.4% |
| All | +240.6% | -37.2% | +277.8% | +295.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling