+64.3%
TWLO vs GTLB
+6.1%
+58.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -15.9% | -9.7% | -6.2% | -10.6% |
| 30D | -29.0% | +1.7% | -30.7% | -29.5% |
| 3M | +10.0% | +43.6% | -33.5% | -10.4% |
| 6M | +12.6% | +113.0% | -100.4% | -26.7% |
| YTD | +50.1% | +39.5% | +10.6% | +14.1% |
| 1Y | +64.3% | +12.6% | +51.6% | +31.7% |
| All | +64.3% | +6.1% | +58.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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