+55.7%
ZTS vs TWLO
+312.8%
-257.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -3.7% | -2.4% | -1.3% | -3.5% |
| 30D | -0.8% | -7.8% | +7.0% | +0.1% |
| 3M | -9.7% | +10.0% | -19.8% | -11.4% |
| 6M | -38.4% | +79.5% | -117.9% | -43.9% |
| YTD | -41.1% | +59.8% | -100.9% | -45.7% |
| 1Y | -50.6% | +121.7% | -172.3% | -56.6% |
| 3Y | -59.1% | +240.8% | -299.9% | -67.0% |
| 5Y | -62.7% | -33.6% | -29.1% | -64.9% |
| All | +55.7% | +312.8% | -257.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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