+261.4%
TWLO vs COR
+86.2%
+175.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -0.1% |
| 7D | +4.5% | +7.8% | -3.3% | +5.5% |
| 30D | -22.1% | +7.0% | -29.1% | -21.4% |
| 3M | -15.3% | +16.3% | -31.6% | -13.5% |
| 6M | +9.7% | +41.3% | -31.6% | +15.9% |
| YTD | +48.5% | +7.1% | +41.4% | +49.6% |
| 1Y | +70.3% | -0.8% | +71.2% | +68.5% |
| 3Y | +261.4% | +85.0% | +176.4% | +386.0% |
| All | +261.4% | +86.2% | +175.2% | +386.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling