+387.1%
GLW vs TWLO
-35.4%
+422.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.0% | +10.6% | +8.0% |
| 7D | +14.0% | -1.2% | +15.2% | +14.1% |
| 30D | +0.4% | -6.4% | +6.7% | +1.0% |
| 3M | -11.3% | +6.3% | -17.6% | -12.6% |
| 6M | +35.1% | +76.4% | -41.4% | +22.6% |
| YTD | +90.5% | +58.8% | +31.7% | +75.0% |
| 1Y | +132.0% | +107.1% | +24.9% | +103.8% |
| 3Y | +463.3% | +245.0% | +218.3% | +347.4% |
| All | +387.1% | -35.4% | +422.6% | +333.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling