+301.0%
TWLO vs SFM
+271.4%
+29.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -2.4% | -10.6% | +8.2% | -1.3% |
| 30D | -7.8% | -15.5% | +7.7% | -6.4% |
| 3M | +10.0% | -17.4% | +27.5% | +11.8% |
| 6M | +79.5% | -3.4% | +82.9% | +78.4% |
| YTD | +59.8% | -8.7% | +68.5% | +59.6% |
| 1Y | +121.7% | -47.2% | +168.8% | +134.9% |
| 3Y | +240.8% | +82.7% | +158.1% | +225.2% |
| 5Y | -33.6% | +214.3% | -247.9% | -38.9% |
| All | +301.0% | +271.4% | +29.6% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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