+301.0%
TWLO vs ZBRA
+435.2%
-134.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.5% | -2.6% |
| 7D | -2.4% | -3.4% | +1.0% | -0.7% |
| 30D | -7.8% | -7.4% | -0.4% | -4.0% |
| 3M | +10.0% | +57.5% | -47.5% | -16.6% |
| 6M | +79.5% | +64.0% | +15.5% | +31.0% |
| YTD | +59.8% | +44.3% | +15.5% | +23.6% |
| 1Y | +121.7% | +10.9% | +110.8% | +97.8% |
| 3Y | +240.8% | +37.5% | +203.3% | +148.6% |
| 5Y | -33.6% | -39.7% | +6.1% | -23.3% |
| All | +301.0% | +435.2% | -134.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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