+611.5%
GLW vs TWLO
+780.4%
-168.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | +7.7% | +4.5% | +3.2% | +7.1% |
| 30D | -18.8% | -22.1% | +3.3% | -16.0% |
| 3M | -27.7% | -15.3% | -12.4% | -26.4% |
| 6M | -44.4% | +9.7% | -54.1% | -45.8% |
| YTD | +31.3% | +48.5% | -17.2% | +21.2% |
| 1Y | +40.0% | +70.3% | -30.3% | +26.7% |
| 3Y | +339.2% | +261.4% | +77.8% | +246.4% |
| 5Y | +229.2% | -30.6% | +259.7% | +207.8% |
| 10Y | +528.4% | +569.2% | -40.9% | +297.3% |
| All | +611.5% | +780.4% | -168.9% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling