+305.7%
TWLO vs USFD
+306.5%
-0.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.0% | +2.3% |
| 7D | +0.2% | -7.0% | +7.2% | +2.4% |
| 30D | -9.1% | -10.3% | +1.1% | -6.2% |
| 3M | +11.0% | +9.2% | +1.8% | +7.7% |
| 6M | +79.4% | +7.4% | +72.0% | +73.7% |
| YTD | +59.7% | +29.4% | +30.3% | +44.2% |
| 1Y | +112.3% | +24.8% | +87.5% | +93.6% |
| 3Y | +247.0% | +150.0% | +97.0% | +155.1% |
| 5Y | -35.6% | +195.5% | -231.1% | -54.6% |
| 10Y | +305.7% | +315.7% | -10.0% | +168.5% |
| All | +305.7% | +306.5% | -0.9% | +168.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling