+572.9%
TWLO vs TMF
-82.1%
+654.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +4.5% | -9.3% | +13.8% | +5.0% |
| 30D | -22.1% | +1.9% | -24.0% | -22.2% |
| 3M | -15.3% | -11.2% | -4.1% | -14.9% |
| 6M | +9.7% | -17.7% | +27.4% | +10.5% |
| YTD | +48.5% | -24.5% | +72.9% | +50.3% |
| 1Y | +70.3% | -29.4% | +99.8% | +72.9% |
| 3Y | +261.4% | -33.4% | +294.8% | +265.6% |
| 5Y | -30.6% | -88.7% | +58.1% | -30.5% |
| All | +572.9% | -82.1% | +654.9% | +748.6% |
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