+24.5%
GLD vs TWLO
+123.2%
-98.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.8% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +4.4% | +20.6% | -16.2% | +4.1% |
| 3M | -1.1% | -1.5% | +0.5% | -1.2% |
| 6M | -13.8% | +89.4% | -103.2% | -14.7% |
| YTD | +2.6% | +63.8% | -61.2% | +1.5% |
| 1Y | +24.5% | +119.7% | -95.2% | +22.7% |
| All | +24.5% | +123.2% | -98.7% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling