+362.7%
GLW vs TWLO
+275.2%
+87.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +5.0% | +7.1% |
| 7D | +1.4% | +2.8% | -1.4% | +1.2% |
| 30D | -18.2% | -22.4% | +4.1% | -15.9% |
| 3M | -24.2% | -14.2% | -9.9% | -23.1% |
| 6M | -41.7% | +10.5% | -52.2% | -42.9% |
| YTD | +38.3% | +54.3% | -16.0% | +28.8% |
| 1Y | +38.2% | +68.0% | -29.8% | +26.9% |
| All | +362.7% | +275.2% | +87.5% | +271.1% |
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 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