+275.2%
ADP vs TWLO
+319.6%
-44.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -5.7% | -3.9% | -1.8% | -5.2% |
| 30D | -1.4% | -9.7% | +8.3% | -0.2% |
| 3M | +16.6% | +11.6% | +4.9% | +14.3% |
| 6M | +24.9% | +84.7% | -59.7% | +14.0% |
| YTD | +5.6% | +62.5% | -56.9% | -2.3% |
| 1Y | -6.0% | +121.7% | -127.7% | -16.8% |
| 3Y | +14.5% | +253.0% | -238.5% | -7.3% |
| 5Y | +47.9% | -32.5% | +80.4% | +40.5% |
| All | +275.2% | +319.6% | -44.4% | +151.6% |
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