+246.5%
TWLO vs SFM
+80.7%
+165.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.9% |
| 7D | -3.9% | -8.8% | +4.9% | -2.6% |
| 30D | -9.7% | -14.5% | +4.8% | -7.8% |
| 3M | +11.6% | -16.8% | +28.4% | +14.1% |
| 6M | +84.7% | -5.3% | +90.0% | +82.5% |
| YTD | +62.5% | -9.4% | +71.9% | +61.5% |
| 1Y | +121.7% | -46.2% | +167.9% | +150.1% |
| All | +246.5% | +80.7% | +165.8% | +222.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling