-35.6%
TWLO vs Z
-65.8%
+30.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +0.2% | -7.1% | +7.3% | +3.8% |
| 30D | -9.1% | -4.8% | -4.4% | -7.5% |
| 3M | +11.0% | -9.3% | +20.3% | +14.3% |
| 6M | +79.4% | -29.0% | +108.3% | +106.8% |
| YTD | +59.7% | -52.9% | +112.6% | +123.9% |
| 1Y | +112.3% | -63.1% | +175.5% | +232.7% |
| 3Y | +247.0% | -36.9% | +283.8% | +282.9% |
| 5Y | -35.6% | -65.5% | +29.9% | -37.0% |
| All | -35.6% | -65.8% | +30.2% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling