+245.0%
TWLO vs USFD
+162.9%
+82.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | -1.2% | -3.3% | +2.1% | -0.1% |
| 30D | -6.4% | -5.3% | -1.1% | -4.7% |
| 3M | +6.3% | +18.8% | -12.5% | +0.3% |
| 6M | +76.4% | +14.3% | +62.2% | +67.6% |
| YTD | +58.8% | +36.9% | +21.9% | +34.3% |
| 1Y | +107.1% | +31.7% | +75.4% | +78.8% |
| 3Y | +245.0% | +164.5% | +80.5% | +120.8% |
| All | +245.0% | +162.9% | +82.1% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling