-35.2%
TWLO vs USFD
+215.8%
-251.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.9% |
| 7D | -2.0% | -3.0% | +1.0% | -0.3% |
| 30D | +20.6% | +3.5% | +17.0% | +18.1% |
| 3M | -1.5% | +26.6% | -28.1% | -15.0% |
| 6M | +89.4% | +11.7% | +77.7% | +74.2% |
| YTD | +63.8% | +38.1% | +25.7% | +27.1% |
| 1Y | +119.7% | +33.4% | +86.3% | +73.7% |
| 3Y | +256.1% | +155.8% | +100.3% | +72.8% |
| All | -35.2% | +215.8% | -251.1% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling