+689.1%
TWLO vs SYY
+111.7%
+577.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -9.1% | -2.7% | -6.4% | -8.4% |
| 3M | +11.0% | +5.9% | +5.1% | +9.0% |
| 6M | +79.4% | -2.3% | +81.7% | +79.0% |
| YTD | +59.7% | +13.1% | +46.6% | +51.3% |
| 1Y | +112.3% | +3.8% | +108.6% | +106.3% |
| 3Y | +247.0% | +26.7% | +220.2% | +212.8% |
| 5Y | -35.6% | +19.4% | -55.0% | -40.1% |
| 10Y | +305.7% | +112.0% | +193.7% | +201.4% |
| All | +689.1% | +111.7% | +577.4% | +431.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling