+689.1%
TWLO vs ZBRA
+493.4%
+195.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.7% |
| 7D | +0.2% | -1.8% | +2.0% | +1.1% |
| 30D | -9.1% | -8.8% | -0.4% | -4.6% |
| 3M | +11.0% | +47.2% | -36.2% | -12.7% |
| 6M | +79.4% | +61.3% | +18.1% | +32.7% |
| YTD | +59.7% | +42.0% | +17.7% | +25.1% |
| 1Y | +112.3% | +10.5% | +101.9% | +90.0% |
| 3Y | +247.0% | +34.5% | +212.5% | +157.9% |
| 5Y | -35.6% | -40.3% | +4.7% | -25.5% |
| 10Y | +305.7% | +421.5% | -115.8% | +41.2% |
| All | +689.1% | +493.4% | +195.7% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling