-36.4%
TWLO vs GTLB
-50.1%
+13.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.3% |
| 7D | -2.4% | -5.7% | +3.3% | +0.2% |
| 30D | -7.8% | +15.1% | -23.0% | -14.2% |
| 3M | +10.0% | +65.5% | -55.4% | -13.1% |
| 6M | +79.5% | +102.9% | -23.4% | +28.6% |
| YTD | +59.8% | +25.2% | +34.6% | +40.6% |
| 1Y | +121.7% | -5.5% | +127.2% | +118.0% |
| 3Y | +240.8% | -10.9% | +251.7% | +213.1% |
| All | -36.4% | -50.1% | +13.7% | -43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling