+305.7%
TWLO vs TMF
-86.2%
+391.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.7% |
| 7D | +0.2% | -0.9% | +1.1% | +0.2% |
| 30D | -9.1% | -1.0% | -8.2% | -9.1% |
| 3M | +11.0% | -11.3% | +22.3% | +11.7% |
| 6M | +79.4% | -22.7% | +102.1% | +81.8% |
| YTD | +59.7% | -17.3% | +77.1% | +61.3% |
| 1Y | +112.3% | -22.5% | +134.8% | +114.9% |
| 3Y | +247.0% | -43.2% | +290.2% | +253.1% |
| 5Y | -35.6% | -88.3% | +52.7% | -34.5% |
| 10Y | +305.7% | -86.0% | +391.7% | +502.2% |
| All | +305.7% | -86.2% | +391.9% | +502.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling