+554.2%
GLW vs TWLO
+569.2%
-15.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.3% |
| 7D | +15.5% | +5.6% | +9.9% | +14.6% |
| 30D | -19.6% | -24.6% | +5.1% | -16.3% |
| 3M | -28.5% | -14.0% | -14.5% | -27.3% |
| 6M | -39.5% | +10.1% | -49.6% | -41.1% |
| YTD | +37.2% | +49.2% | -12.0% | +26.1% |
| 1Y | +35.4% | +65.2% | -29.8% | +22.6% |
| 3Y | +359.7% | +260.7% | +99.0% | +258.5% |
| 5Y | +244.0% | -30.2% | +274.2% | +221.6% |
| All | +554.2% | +569.2% | -15.0% | +291.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling