+284.1%
ADP vs TWLO
+871.2%
-587.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.7% |
| 7D | -3.4% | -2.0% | -1.4% | -3.2% |
| 30D | +2.8% | +20.6% | -17.8% | 0.0% |
| 3M | +20.9% | -1.5% | +22.5% | +20.5% |
| 6M | +29.9% | +89.4% | -59.6% | +18.5% |
| YTD | +9.6% | +63.8% | -54.1% | +1.6% |
| 1Y | -5.3% | +119.7% | -125.0% | -15.7% |
| 3Y | +16.5% | +256.1% | -239.7% | -5.1% |
| 5Y | +49.4% | -36.6% | +86.0% | +42.9% |
| 10Y | +282.2% | +304.3% | -22.1% | +165.8% |
| All | +284.1% | +871.2% | -587.0% | +153.4% |
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