+64.3%
TWLO vs USFD
+49.6%
+14.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.5% | -8.6% | +1.4% |
| 7D | -15.9% | +7.8% | -23.7% | -14.6% |
| 30D | -29.0% | +16.2% | -45.2% | -27.2% |
| 3M | +10.0% | +11.0% | -1.0% | +12.9% |
| 6M | +12.6% | +20.7% | -8.2% | +19.3% |
| YTD | +50.1% | +46.0% | +4.1% | +56.4% |
| 1Y | +64.3% | +49.8% | +14.5% | +68.6% |
| All | +64.3% | +49.6% | +14.7% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling