+1,298.9%
COHR vs TWLO
+312.8%
+986.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.7% |
| 7D | +8.3% | -2.4% | +10.8% | +9.0% |
| 30D | -14.1% | -7.8% | -6.3% | -12.5% |
| 3M | -16.0% | +10.0% | -26.0% | -19.6% |
| 6M | +21.5% | +79.5% | -58.0% | -2.5% |
| YTD | +65.4% | +59.8% | +5.6% | +36.7% |
| 1Y | +195.0% | +121.7% | +73.3% | +117.9% |
| 3Y | +830.2% | +240.8% | +589.4% | +480.2% |
| 5Y | +397.1% | -33.6% | +430.7% | +350.9% |
| All | +1,298.9% | +312.8% | +986.1% | +544.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling