+331.6%
ADP vs TWLO
+780.4%
-448.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | +2.2% | +4.5% | -2.4% | +1.6% |
| 30D | +10.6% | -22.1% | +32.7% | +13.4% |
| 3M | +12.9% | -15.3% | +28.2% | +14.2% |
| 6M | +50.6% | +9.7% | +41.0% | +46.6% |
| YTD | +23.2% | +48.5% | -25.3% | +14.6% |
| 1Y | +25.3% | +70.3% | -45.1% | +14.5% |
| 3Y | +47.1% | +261.4% | -214.3% | +18.7% |
| 5Y | +50.1% | -30.6% | +80.6% | +41.2% |
| 10Y | +323.6% | +569.2% | -245.6% | +188.7% |
| All | +331.6% | +780.4% | -448.9% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling