+709.2%
TWLO vs TMF
-84.8%
+794.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | -2.0% | -1.4% | -0.6% | -1.9% |
| 30D | +20.6% | -2.8% | +23.4% | +20.7% |
| 3M | -1.5% | -10.9% | +9.4% | -1.0% |
| 6M | +89.4% | -21.3% | +110.7% | +91.5% |
| YTD | +63.8% | -15.9% | +79.7% | +65.0% |
| 1Y | +119.7% | -15.7% | +135.5% | +121.1% |
| 3Y | +256.1% | -43.4% | +299.5% | +261.3% |
| 5Y | -36.6% | -87.8% | +51.2% | -36.5% |
| 10Y | +304.3% | -86.7% | +391.1% | +371.4% |
| All | +709.2% | -84.8% | +794.1% | +964.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling