-30.6%
TWLO vs ZETA
+281.0%
-311.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +4.5% | +18.1% | -13.6% | -1.6% |
| 30D | -22.1% | +13.6% | -35.7% | -25.3% |
| 3M | -15.3% | +23.7% | -39.1% | -21.5% |
| 6M | +9.7% | +128.5% | -118.8% | -18.9% |
| YTD | +48.5% | +80.1% | -31.6% | +17.7% |
| 1Y | +70.3% | +98.0% | -27.7% | +30.1% |
| 3Y | +261.4% | +348.6% | -87.2% | +46.4% |
| All | -30.6% | +281.0% | -311.6% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling