+601.7%
TWLO vs USFD
+349.7%
+252.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.5% | +3.0% | -4.4% | -2.5% |
| 30D | -26.0% | +11.1% | -37.1% | -28.6% |
| 3M | +4.6% | -0.3% | +4.8% | +4.1% |
| 6M | +5.5% | +15.9% | -10.3% | -0.4% |
| YTD | +42.0% | +41.6% | +0.4% | +23.9% |
| 1Y | +58.5% | +49.4% | +9.1% | +35.6% |
| 3Y | +279.7% | +157.8% | +121.8% | +174.0% |
| 5Y | -35.0% | +176.6% | -211.6% | -54.4% |
| 10Y | +539.9% | +375.4% | +164.6% | +248.9% |
| All | +601.7% | +349.7% | +252.0% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling