-35.6%
TWLO vs TFC
+14.8%
-50.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +0.2% | -1.3% | +1.5% | +0.9% |
| 30D | -9.1% | -2.3% | -6.8% | -8.1% |
| 3M | +11.0% | +2.5% | +8.5% | +9.0% |
| 6M | +79.4% | +9.5% | +69.9% | +68.8% |
| YTD | +59.7% | +5.1% | +54.7% | +52.6% |
| 1Y | +112.3% | +15.5% | +96.9% | +92.3% |
| 3Y | +247.0% | +95.2% | +151.8% | +128.9% |
| 5Y | -35.6% | +14.5% | -50.0% | -42.0% |
| All | -35.6% | +14.8% | -50.3% | -42.0% |
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