+119.6%
GLW vs TWLO
+115.0%
+4.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | +11.7% | -3.9% | +15.6% | +11.9% |
| 30D | +2.7% | -9.7% | +12.4% | +3.1% |
| 3M | -2.8% | +11.6% | -14.4% | -4.2% |
| 6M | +20.2% | +84.7% | -64.5% | +15.2% |
| YTD | +87.3% | +62.5% | +24.8% | +81.9% |
| 1Y | +119.6% | +121.7% | -2.1% | +104.5% |
| All | +119.6% | +115.0% | +4.6% | +104.5% |
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