-36.0%
TWLO vs TMF
-87.6%
+51.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -1.2% | +1.0% | -2.2% | -1.3% |
| 30D | -6.4% | -1.8% | -4.5% | -6.2% |
| 3M | +6.3% | -8.2% | +14.5% | +7.2% |
| 6M | +76.4% | -19.5% | +95.9% | +80.4% |
| YTD | +58.8% | -16.0% | +74.8% | +61.5% |
| 1Y | +107.1% | -22.5% | +129.6% | +112.0% |
| 3Y | +245.0% | -42.3% | +287.2% | +256.7% |
| 5Y | -36.0% | -87.7% | +51.7% | -33.5% |
| All | -36.0% | -87.6% | +51.7% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling