+64.3%
TWLO vs TMF
-23.9%
+88.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.1% |
| 7D | -15.9% | +4.0% | -19.8% | -16.0% |
| 30D | -29.0% | +19.5% | -48.5% | -30.3% |
| 3M | +10.0% | -3.5% | +13.6% | +11.6% |
| 6M | +12.6% | -10.6% | +23.1% | +15.6% |
| YTD | +50.1% | -17.1% | +67.2% | +55.0% |
| 1Y | +64.3% | -24.3% | +88.5% | +69.5% |
| All | +64.3% | -23.9% | +88.2% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling