-29.9%
TWLO vs ZETA
+235.0%
-264.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -2.4% | -3.7% | +1.3% | -1.2% |
| 30D | -7.8% | +5.7% | -13.5% | -9.5% |
| 3M | +10.0% | +50.4% | -40.4% | -4.6% |
| 6M | +79.5% | +65.5% | +14.0% | +50.3% |
| YTD | +59.8% | +48.3% | +11.5% | +37.3% |
| 1Y | +121.7% | +45.4% | +76.3% | +89.1% |
| 3Y | +240.8% | +270.8% | -30.0% | +64.4% |
| 5Y | -33.6% | +336.1% | -369.7% | -70.8% |
| All | -29.9% | +235.0% | -264.8% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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