+572.9%
TWLO vs COR
+486.2%
+86.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -0.9% |
| 7D | +4.5% | +7.8% | -3.3% | +3.3% |
| 30D | -22.1% | +7.0% | -29.1% | -22.9% |
| 3M | -15.3% | +16.3% | -31.6% | -17.3% |
| 6M | +9.7% | +41.3% | -31.6% | +3.7% |
| YTD | +48.5% | +7.1% | +41.4% | +45.7% |
| 1Y | +70.3% | -0.8% | +71.2% | +69.4% |
| 3Y | +261.4% | +85.0% | +176.4% | +211.5% |
| 5Y | -30.6% | +203.9% | -234.4% | -48.3% |
| All | +572.9% | +486.2% | +86.7% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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