-30.3%
TWLO vs TFC
0.0%
-30.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.9% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | -24.6% | +8.6% | -33.3% | -27.7% |
| 3M | -14.0% | -4.3% | -9.6% | -12.3% |
| 6M | +10.1% | +5.4% | +4.7% | +5.8% |
| YTD | +49.2% | +4.5% | +44.7% | +42.4% |
| 1Y | +65.2% | +14.0% | +51.2% | +50.2% |
| 3Y | +260.7% | +93.4% | +167.3% | +137.0% |
| All | -30.3% | 0.0% | -30.4% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling