+269.0%
TWLO vs TMF
-29.8%
+298.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | -28.6% | +16.3% | -44.9% | -29.7% |
| 3M | -14.4% | -2.7% | -11.7% | -14.2% |
| 6M | +2.4% | -13.2% | +15.6% | +3.8% |
| YTD | +45.3% | -16.7% | +62.0% | +47.6% |
| 1Y | +61.8% | -22.7% | +84.6% | +65.6% |
| 3Y | +269.0% | -26.1% | +295.1% | +266.3% |
| All | +269.0% | -29.8% | +298.8% | +266.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling