+328.8%
ADP vs TWLO
+784.6%
-455.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.9% |
| 7D | +0.3% | +5.6% | -5.3% | -0.4% |
| 30D | +11.6% | -24.6% | +36.2% | +14.9% |
| 3M | +15.1% | -14.0% | +29.0% | +16.1% |
| 6M | +46.0% | +10.1% | +36.0% | +42.0% |
| YTD | +22.4% | +49.2% | -26.8% | +13.8% |
| 1Y | +24.5% | +65.2% | -40.8% | +14.2% |
| 3Y | +44.8% | +260.7% | -215.9% | +16.8% |
| 5Y | +49.1% | -30.2% | +79.3% | +40.2% |
| 10Y | +320.9% | +572.4% | -251.5% | +186.6% |
| All | +328.8% | +784.6% | -455.8% | +183.7% |
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