+68.0%
ZTS vs TWLO
+841.6%
-773.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | +0.1% | -2.6% |
| 7D | -4.8% | -1.2% | -3.6% | -4.7% |
| 30D | +1.2% | -6.4% | +7.6% | +1.9% |
| 3M | -6.0% | +6.3% | -12.3% | -7.4% |
| 6M | -38.7% | +76.4% | -115.2% | -43.9% |
| YTD | -40.6% | +58.8% | -99.4% | -45.1% |
| 1Y | -50.6% | +107.1% | -157.7% | -56.0% |
| 3Y | -58.7% | +245.0% | -303.7% | -66.5% |
| 5Y | -62.8% | -36.0% | -26.9% | -64.9% |
| 10Y | +56.2% | +293.2% | -237.0% | +13.1% |
| All | +68.0% | +841.6% | -773.6% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling