+709.2%
TWLO vs TFC
+115.0%
+594.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -2.0% | +2.4% | -4.4% | -2.9% |
| 30D | +20.6% | -1.3% | +21.9% | +21.1% |
| 3M | -1.5% | +6.1% | -7.6% | -4.0% |
| 6M | +89.4% | +7.3% | +82.1% | +82.8% |
| YTD | +63.8% | +8.2% | +55.6% | +57.1% |
| 1Y | +119.7% | +14.4% | +105.3% | +106.2% |
| 3Y | +256.1% | +93.7% | +162.4% | +172.8% |
| 5Y | -36.6% | +16.4% | -53.0% | -43.1% |
| 10Y | +304.3% | +101.6% | +202.8% | +160.1% |
| All | +709.2% | +115.0% | +594.2% | +394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling