+46.5%
ADP vs TWLO
-35.4%
+82.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.4% | -3.1% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | -1.2% | -6.4% | +5.1% | -0.6% |
| 3M | +17.9% | +6.3% | +11.6% | +16.4% |
| 6M | +20.3% | +76.4% | -56.1% | +11.3% |
| YTD | +5.8% | +58.8% | -53.0% | -1.2% |
| 1Y | -7.7% | +107.1% | -114.8% | -16.7% |
| 3Y | +14.7% | +245.0% | -230.3% | -5.3% |
| All | +46.5% | -35.4% | +82.0% | +35.1% |
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 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