-35.3%
TWLO vs GTLB
-49.8%
+14.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.8% |
| 7D | -3.9% | -4.1% | +0.2% | -2.1% |
| 30D | -9.7% | +12.3% | -22.0% | -14.9% |
| 3M | +11.6% | +65.9% | -54.3% | -12.0% |
| 6M | +84.7% | +104.0% | -19.3% | +32.0% |
| YTD | +62.5% | +26.0% | +36.5% | +42.5% |
| 1Y | +121.7% | -3.5% | +125.2% | +115.9% |
| 3Y | +253.0% | -9.6% | +262.6% | +222.2% |
| All | -35.3% | -49.8% | +14.5% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling