-25.9%
ADBE vs TWLO
+60.3%
-86.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.5% | -15.9% | +15.4% | +3.2% |
| 30D | +4.1% | -29.0% | +33.1% | +12.5% |
| 3M | -3.5% | +10.0% | -13.5% | -9.2% |
| 6M | -2.2% | +12.6% | -14.7% | -9.4% |
| YTD | -29.0% | +50.1% | -79.1% | -43.3% |
| 1Y | -25.9% | +64.3% | -90.2% | -41.7% |
| All | -25.9% | +60.3% | -86.2% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling