+40.0%
GLW vs TWLO
+67.1%
-27.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | +7.7% | +4.5% | +3.2% | +7.3% |
| 30D | -18.8% | -22.1% | +3.3% | -17.5% |
| 3M | -27.7% | -15.3% | -12.4% | -26.8% |
| 6M | -44.4% | +9.7% | -54.1% | -44.1% |
| YTD | +31.3% | +48.5% | -17.2% | +33.3% |
| 1Y | +40.0% | +70.3% | -30.3% | +32.1% |
| All | +40.0% | +67.1% | -27.0% | +32.1% |
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