+478.1%
GLW vs TWLO
+246.1%
+232.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +16.9% | +0.2% | +16.7% | +16.7% |
| 30D | +7.0% | -9.1% | +16.1% | +8.0% |
| 3M | -3.0% | +11.0% | -14.0% | -4.8% |
| 6M | +31.0% | +79.4% | -48.4% | +19.5% |
| YTD | +93.4% | +59.7% | +33.7% | +78.9% |
| 1Y | +134.7% | +112.3% | +22.4% | +106.4% |
| All | +478.1% | +246.1% | +232.0% | +351.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling