+119.7%
TWLO vs ZM
+21.7%
+98.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.4% | -5.4% |
| 7D | -2.0% | +2.9% | -5.0% | -4.1% |
| 30D | +20.6% | +0.7% | +19.9% | +19.5% |
| 3M | -1.5% | -3.7% | +2.1% | +0.8% |
| 6M | +89.4% | +29.9% | +59.6% | +59.8% |
| YTD | +63.8% | +17.4% | +46.4% | +48.0% |
| 1Y | +119.7% | +22.4% | +97.3% | +98.4% |
| All | +119.7% | +21.7% | +98.0% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 1y: compounded portfolio wealth divided by compounded ZM 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…
1y analysis · Full analysis span regression · 6 months rolling