-60.9%
ADBE vs TWLO
-33.6%
-27.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | -5.4% | -2.4% | -2.9% | -4.7% |
| 30D | -2.5% | -7.8% | +5.3% | -0.4% |
| 3M | +15.3% | +10.0% | +5.2% | +11.2% |
| 6M | -7.8% | +79.5% | -87.3% | -23.3% |
| YTD | -27.9% | +59.8% | -87.8% | -38.3% |
| 1Y | -28.0% | +121.7% | -149.7% | -44.2% |
| 3Y | -55.3% | +240.8% | -296.1% | -71.1% |
| All | -60.9% | -33.6% | -27.3% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling