+255.8%
TWLO vs TMF
-42.3%
+298.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | -2.0% | -1.4% | -0.6% | -1.9% |
| 30D | +20.6% | -2.8% | +23.4% | +20.9% |
| 3M | -1.5% | -10.9% | +9.4% | -0.4% |
| 6M | +89.4% | -21.3% | +110.7% | +94.1% |
| YTD | +63.8% | -15.9% | +79.7% | +66.6% |
| 1Y | +119.7% | -15.7% | +135.5% | +122.6% |
| All | +255.8% | -42.3% | +298.1% | +267.1% |
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 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