+240.8%
TWLO vs SYY
+29.1%
+211.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -2.4% | +3.9% | -6.4% | -2.8% |
| 30D | -7.8% | -1.7% | -6.1% | -7.7% |
| 3M | +10.0% | +5.2% | +4.9% | +9.5% |
| 6M | +79.5% | -0.2% | +79.7% | +80.1% |
| YTD | +59.8% | +15.4% | +44.5% | +54.6% |
| 1Y | +121.7% | +5.6% | +116.1% | +119.9% |
| 3Y | +240.8% | +28.9% | +211.9% | +185.9% |
| All | +240.8% | +29.1% | +211.7% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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