+301.0%
TWLO vs COR
+406.5%
-105.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.4% | -2.8% | +0.4% | -2.0% |
| 30D | -7.8% | +2.6% | -10.4% | -8.2% |
| 3M | +10.0% | +14.5% | -4.4% | +7.6% |
| 6M | +79.5% | -7.8% | +87.3% | +81.0% |
| YTD | +59.8% | -4.2% | +64.1% | +59.6% |
| 1Y | +121.7% | +7.0% | +114.7% | +116.5% |
| 3Y | +240.8% | +85.5% | +155.3% | +191.5% |
| 5Y | -33.6% | +181.2% | -214.8% | -49.9% |
| All | +301.0% | +406.5% | -105.5% | +188.3% |
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