+644.0%
TWLO vs TMF
-85.6%
+729.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.5% | +3.8% |
| 7D | +0.2% | -1.1% | +1.3% | +0.2% |
| 30D | -26.0% | +11.8% | -37.8% | -26.5% |
| 3M | -14.3% | -4.0% | -10.3% | -14.3% |
| 6M | +6.2% | -16.5% | +22.7% | +7.0% |
| YTD | +50.6% | -19.9% | +70.5% | +52.0% |
| 1Y | +64.0% | -25.6% | +89.6% | +66.0% |
| 3Y | +264.1% | -29.9% | +293.9% | +267.3% |
| 5Y | -27.9% | -88.2% | +60.3% | -27.8% |
| 10Y | +580.0% | -81.7% | +661.7% | +702.4% |
| All | +644.0% | -85.6% | +729.6% | +880.4% |
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