+119.7%
TWLO vs TMF
-15.2%
+135.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | +20.6% | -2.8% | +23.4% | +20.8% |
| 3M | -1.5% | -10.9% | +9.4% | -1.2% |
| 6M | +89.4% | -21.3% | +110.7% | +87.3% |
| YTD | +63.8% | -15.9% | +79.7% | +64.3% |
| 1Y | +119.7% | -15.7% | +135.5% | +117.1% |
| All | +119.7% | -15.2% | +135.0% | +117.1% |
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