+246.5%
TWLO vs ZM
+33.4%
+213.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.3% |
| 7D | -3.9% | -2.7% | -1.2% | -2.2% |
| 30D | -9.7% | -10.0% | +0.3% | -3.5% |
| 3M | +11.6% | +1.6% | +10.0% | +9.2% |
| 6M | +84.7% | +25.0% | +59.7% | +58.2% |
| YTD | +62.5% | +10.6% | +51.9% | +49.8% |
| 1Y | +121.7% | +14.0% | +107.8% | +99.9% |
| All | +246.5% | +33.4% | +213.1% | +172.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling