-55.9%
ADBE vs TWLO
+252.1%
-308.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.8% |
| 7D | -12.9% | -3.9% | -9.0% | -12.0% |
| 30D | -5.6% | -9.7% | +4.1% | -3.3% |
| 3M | +6.6% | +11.6% | -5.0% | +3.0% |
| 6M | -9.6% | +84.7% | -94.2% | -23.6% |
| YTD | -28.9% | +62.5% | -91.4% | -38.4% |
| 1Y | -28.9% | +121.7% | -150.6% | -43.0% |
| All | -55.9% | +252.1% | -308.0% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling