+246.5%
TWLO vs TFC
+92.6%
+153.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -3.9% | -2.5% | -1.4% | -2.9% |
| 30D | -9.7% | -2.8% | -6.9% | -8.6% |
| 3M | +11.6% | +2.1% | +9.5% | +10.1% |
| 6M | +84.7% | +10.1% | +74.6% | +74.5% |
| YTD | +62.5% | +5.4% | +57.1% | +55.7% |
| 1Y | +121.7% | +16.3% | +105.4% | +101.4% |
| All | +246.5% | +92.6% | +153.9% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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