-32.3%
TWLO vs ZCMD
-100.0%
+67.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.1% | +5.4% | -1.8% |
| 7D | -2.4% | -5.4% | +3.0% | -2.5% |
| 30D | -7.8% | -24.8% | +17.0% | -8.3% |
| 3M | +10.0% | -62.8% | +72.8% | +12.1% |
| 6M | +79.5% | -99.5% | +179.0% | +75.2% |
| YTD | +59.8% | -99.8% | +159.6% | +55.7% |
| 1Y | +121.7% | -99.9% | +221.6% | +114.5% |
| 3Y | +240.8% | -100.0% | +340.8% | +237.9% |
| All | -32.3% | -100.0% | +67.7% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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