+240.6%
TWLO vs SYF
+160.5%
+80.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | +0.2% | -1.3% | +1.5% | +0.7% |
| 30D | -9.1% | -1.1% | -8.1% | -8.8% |
| 3M | +11.0% | +7.4% | +3.6% | +7.1% |
| 6M | +79.4% | +16.2% | +63.2% | +66.7% |
| YTD | +59.7% | -6.1% | +65.9% | +61.4% |
| 1Y | +112.3% | +3.4% | +109.0% | +105.4% |
| All | +240.6% | +160.5% | +80.0% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 3y: compounded portfolio wealth divided by compounded SYF 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…
3y analysis · Full analysis span regression · 6 months rolling