+11.7%
BABA vs TWLO
+569.2%
-557.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.3% | -3.7% | -6.4% |
| 7D | -12.7% | +5.6% | -18.3% | -13.7% |
| 30D | -14.9% | -24.6% | +9.8% | -10.2% |
| 3M | -24.6% | -14.0% | -10.7% | -23.2% |
| 6M | -29.3% | +10.1% | -39.4% | -32.8% |
| YTD | -35.0% | +49.2% | -84.2% | -43.2% |
| 1Y | -39.7% | +65.2% | -104.9% | -48.6% |
| 3Y | +21.2% | +260.7% | -239.5% | -19.1% |
| 5Y | -39.9% | -30.2% | -9.7% | -45.8% |
| All | +11.7% | +569.2% | -557.5% | -40.4% |
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